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V-Lab

US Dollar to New Zealand Dollar MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Thursday, June 11th, 2026

1 Day

-0.00%

decreased by 8.05%

1 Week

1.93%

decreased by 6.12%

1 Month

3.50%

decreased by 4.55%

Analysis last updated: Wednesday, June 10, 2026 at 08:05 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

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graph of US Dollar to New Zealand Dollar MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time