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V-Lab

S&P/NZX 50 Total Return Index GJR-GARCH Volatility Analysis

Volatility prediction for Friday, June 12th, 2026

1 Day

11.17%

decreased by 0.20%

1 Week

11.16%

decreased by 0.21%

1 Month

11.12%

decreased by 0.25%

Analysis last updated: Friday, June 12, 2026 at 06:13 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