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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8150	0.01
α ARCH Response to squared shocks	0.4759	0.01
β GARCH Volatility persistence	0.5759	0.01
ν DF Student-t tail thickness	7.9955	0.00

V-Lab

US Dollar to New Zealand Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to New Zealand Dollar Analyses