S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.9810	5.45
$α$	0.1837	5.39
$β$	0.5973	10.99
$γ_{1}$	0.0332	0.35
$γ_{2}$	-0.1008	-0.76
$γ_{3}$	0.2828	3.98
$γ_{4}$	-0.4204	-5.95
$γ_{5}$	0.3088	3.44
$γ_{6}$	-0.1541	-1.69
$γ_{7}$	0.0825	0.92
$γ_{8}$	-0.0355	-0.30
$γ_{9}$	-0.0485	-0.39
$γ_{10}$	0.1045	1.39

V-Lab

Air New Zealand Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.09% (+0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Air New Zealand Limited Analyses