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	param	t-stat
$ω$	0.0338	2.30
$α$	0.0435	3.30
$β$	0.9070	28.78
$γ$	-0.0435	-3.32

V-Lab

US Dollar to New Zealand Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:10.06% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Dollar to New Zealand Dollar Analyses