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
$ω$	2.0529	5.71
$α$	0.1845	5.40
$β$	0.5935	10.89
$γ_{1}$	0.0658	0.71
$γ_{2}$	-0.1548	-1.18
$γ_{3}$	0.3224	4.56
$γ_{4}$	-0.4539	-6.41
$γ_{5}$	0.3362	3.72
$γ_{6}$	-0.1757	-1.90
$γ_{7}$	0.0986	1.08
$γ_{8}$	-0.0460	-0.37
$γ_{9}$	-0.0433	-0.31
$γ_{10}$	0.1023	0.73

V-Lab

Air New Zealand Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.17% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Air New Zealand Limited Analyses