S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.1996	9.19
$α$	0.1079	28.11
$β$	0.8626	138.61
$γ$	0.0217	0.68
$δ$	1.4991	19.96

V-Lab

Mercury NZ Limited APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:27.54% (+0.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury NZ Limited Analyses