NZX Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.26% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 15.23 | |
| 0.0725 | 21.62 | |
| 0.9228 | 511.83 | |
| 0.0057 | 1.07 |
Estimation Period:
Jun 4, 2003 to Feb 13, 2026
Jun 4, 2003 to Feb 13, 2026
News Impact Curve
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