US Dollar to New Zealand Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
8.61%
decreased by 0.07%
1 Week
8.61%
decreased by 0.07%
1 Month
8.63%
decreased by 0.05%
Analysis last updated: Wednesday, June 10, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 12.69 | |
| 0.0343 | 17.97 | |
| 0.9689 | 792.23 | |
| -0.0202 | -9.01 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GJR-GARCH Analyses on Currencies