CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0133	23.80
$α$	0.0251	11.06
$β$	0.9067	391.32
$γ$	0.0807	13.46

V-Lab

S&P/NZX 50 Total Return Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:15.01% (+0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/NZX 50 Total Return Index Analyses