S&P/NZX All Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
12.50%
decreased by 0.20%
1 Week
12.53%
decreased by 0.17%
1 Month
12.64%
decreased by 0.06%
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 | |
|---|---|---|
| -0.0081 | -9.86 | |
| 0.1700 | 33.94 | |
| 0.9774 | 890.98 | |
| -0.0396 | -7.29 |
Estimation Period:
Jan 3, 1990 to Apr 2, 2026
Jan 3, 1990 to Apr 2, 2026
Other EGARCH Analyses on Equity Indices