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	param	t-stat
$ω$	1.3369	8.86
$α$	0.1209	7.02
$β$	0.7038	13.70
$γ_{1}$	0.0499	2.26
$γ_{2}$	-0.1020	-3.20
$γ_{3}$	0.0952	5.17
$γ_{4}$	-0.0471	-2.62
$γ_{5}$	-0.0004	-0.02

V-Lab

NZX Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.11% (-0.63%)

Date Range:

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