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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0858 | 857,600.00 | |
| -0.1715 | -1,715,000.00 | |
| 0.0265 | 13.07 | |
| 0.6570 | 12.33 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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