US Dollar to New Zealand Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.49% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4857 | 3.25 | |
| 0.0212 | 42.05 | |
| 0.9949 | 679.55 | |
| 2.8142 | 21.84 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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