S&P/NZX 50 Total Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.94% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5026 | 10.53 | |
| 0.0662 | 26.46 | |
| 0.9819 | 581.37 | |
| 8.4914 | 3.65 |
Estimation Period:
Jan 2, 2001 to Feb 13, 2026
Jan 2, 2001 to Feb 13, 2026
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