CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.8847	4.85
$α$	0.1286	6.99
$β$	0.7559	22.55
$γ_{1}$	-0.1330	-3.12
$γ_{2}$	0.2835	4.80
$γ_{3}$	-0.2718	-8.96
$γ_{4}$	0.2394	8.67
$γ_{5}$	-0.2559	-7.23
$γ_{6}$	0.2576	6.26
$γ_{7}$	-0.1607	-4.96

V-Lab

Millennium & Copthorne Hotels New Zealand Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.32% (+7.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Millennium & Copthorne Hotels New Zealand Ltd Analyses