US Dollar to New Zealand Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
10.77%
decreased by 0.11%
1 Week
10.77%
decreased by 0.11%
1 Month
10.77%
decreased by 0.11%
Analysis last updated: Wednesday, June 10, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4709 | 3.30 | |
| 0.0213 | 40.68 | |
| 0.9949 | 694.74 | |
| 2.8678 | 20.55 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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