S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.3906	16.54
$α$	0.1145	30.17
$β$	0.8290	134.02
$γ$	0.1221	1.44

V-Lab

Mercury NZ Limited AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.53% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury NZ Limited Analyses