S&P/NZX 50 Total Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
11.72%
increased by 0.70%
1 Week
11.68%
increased by 0.66%
1 Month
11.55%
increased by 0.53%
Analysis last updated: Tuesday, June 9, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 23.90 | |
| 0.0248 | 11.01 | |
| 0.9073 | 399.18 | |
| 0.0806 | 13.69 |
Estimation Period:
Jan 2, 2001 to Jun 5, 2026
Jan 2, 2001 to Jun 5, 2026
Other GJR-GARCH Analyses on Equity Indices