CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	71
$α$	0.1006	13.68
$β$	0.7404	57.21
$γ$	0.0426	4.67
$λ_{1}$	0.0319	2.46
$λ_{2}$	0.0709	2.66
$λ_{3}$	0.9139	28.04

V-Lab

Auckland International Airport Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:17.89% (+0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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