CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0296	4.10
$α$	0.0529	33.41
$β$	0.9436	641.44
$γ$	0.7272	7.93

V-Lab

CDL Investments New Zealand Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:39.34% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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