CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9265	2.76
$α$	0.1609	6.98
$β$	0.6507	13.74
$γ_{1}$	-0.0749	-1.26
$γ_{2}$	0.1355	1.75
$γ_{3}$	-0.1348	-2.35
$γ_{4}$	0.1360	2.82
$γ_{5}$	-0.0710	-1.75
$γ_{6}$	-0.0137	-0.32
$γ_{7}$	0.0010	0.02
$γ_{8}$	0.1090	2.73
$γ_{9}$	-0.1953	-3.98
$γ_{10}$	0.2481	3.93

V-Lab

Channel Infrastructure NZ Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:26.58% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Channel Infrastructure NZ Ltd Analyses