S&P/NZX All Index MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
12.03%
decreased by 0.35%
1 Week
11.97%
decreased by 0.41%
1 Month
11.76%
decreased by 0.62%
Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 6.89 | |
| 0.1304 | 26.23 | |
| 0.8419 | 245.31 |
Estimation Period:
Apr 20, 2006 to Apr 2, 2026
Apr 20, 2006 to Apr 2, 2026
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