S&P/NZX 50 Total Return Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
12.31%
decreased by 0.33%
1 Week
12.27%
decreased by 0.37%
1 Month
12.12%
decreased by 0.52%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 6.67 | |
| 0.1173 | 27.72 | |
| 0.8623 | 300.26 |
Estimation Period:
Feb 21, 2003 to Apr 2, 2026
Feb 21, 2003 to Apr 2, 2026
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