CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1461	7.48
$α$	0.1497	7.73
$β$	0.7203	27.08
$γ_{1}$	-0.0584	-1.94
$γ_{2}$	0.1591	3.63
$γ_{3}$	-0.1660	-5.73
$γ_{4}$	0.0801	2.54
$γ_{5}$	-0.0368	-0.95
$γ_{6}$	0.0563	1.39
$γ_{7}$	-0.0465	-1.14
$γ_{8}$	-0.0156	-0.36
$γ_{9}$	0.0528	1.54

V-Lab

Air New Zealand Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.06% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Air New Zealand Ltd Analyses