CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0807	7.27
$α$	0.1501	7.82
$β$	0.7136	26.52
$γ_{1}$	-0.0776	-2.59
$γ_{2}$	0.1905	4.37
$γ_{3}$	-0.1888	-6.57
$γ_{4}$	0.1005	3.24
$γ_{5}$	-0.0549	-1.44
$γ_{6}$	0.0724	1.79
$γ_{7}$	-0.0631	-1.48
$γ_{8}$	0.0099	0.19
$γ_{9}$	-0.0103	-0.14

V-Lab

Air New Zealand Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:13.91% (+0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Air New Zealand Ltd Analyses