US Dollar to New Zealand Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.49% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0440 | -0.43 | |
| 0.0460 | 1.25 | |
| 0.9223 | 23.58 | |
| 0.0692 | 1.71 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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