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V-Lab

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

Date Range:

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graph of S&P/NZX 50 Total Return Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time