CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8340	4.96
$α$	0.0849	7.47
$β$	0.8226	33.60
$γ_{1}$	-0.1459	-4.40
$γ_{2}$	0.2776	6.14
$γ_{3}$	-0.2032	-7.78
$γ_{4}$	0.1132	4.77
$γ_{5}$	-0.0972	-4.22
$γ_{6}$	0.1296	4.64
$γ_{7}$	-0.1380	-3.33

V-Lab

CDL Investments New Zealand Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:39.48% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDL Investments New Zealand Ltd Analyses