NZX Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.72% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0949 | 22.16 | |
| 0.1804 | 28.21 | |
| 0.9166 | 220.75 | |
| -0.0067 | -0.96 |
Estimation Period:
Jun 4, 2003 to Feb 5, 2026
Jun 4, 2003 to Feb 5, 2026
News Impact Curve
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