CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	-0.0084	-10.19
$α$	0.1717	34.04
$β$	0.9773	886.03
$γ$	-0.0391	-7.17

V-Lab

S&P/NZX All Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:14.33% (+0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/NZX All Index Analyses