CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3373	5.19
$α$	0.0963	6.52
$β$	0.8324	32.07
$γ_{1}$	-0.0325	-0.38
$γ_{2}$	0.0130	0.11
$γ_{3}$	0.2033	2.34
$γ_{4}$	-0.4489	-4.71
$γ_{5}$	0.4384	4.74
$γ_{6}$	-0.2050	-2.63
$γ_{7}$	0.0322	0.36
$γ_{8}$	0.0057	0.06
$γ_{9}$	-0.0541	-0.74
$γ_{10}$	0.0812	1.51

V-Lab

Auckland International Airport Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:18.82% (+0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Auckland International Airport Ltd Analyses