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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0022	12.72***
α ARCH Response to squared shocks	0.0341	17.96***
β GARCH Volatility persistence	0.9689	793.56***
γ leverage Additional response to negative shocks	-0.0201	-8.98***

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US Dollar to New Zealand Dollar GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to New Zealand Dollar Analyses