US Dollar to New Zealand Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.07% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4872 | 3.24 | |
| 0.0212 | 42.01 | |
| 0.9948 | 676.77 | |
| 2.8102 | 21.92 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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