CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0153	25.61
$α$	0.0637	28.23
$β$	0.9219	396.01
$γ$	0.4928	20.42
$δ$	1.3040	26.20

V-Lab

S&P/NZX 50 Total Return Index APARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:14.00% (+0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/NZX 50 Total Return Index Analyses