CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0125	3.16
$α$	0.0480	20.02
$β$	0.9998	1,048.05
$γ$	-0.0312	-7.31

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Millennium & Copthorne Hotels New Zealand Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.10% (+0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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