S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1582	15.70
$α$	0.2456	29.87
$β$	0.9199	172.11
$γ$	-0.0081	-0.77

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Mercury NZ Limited EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:30.79% (-2.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury NZ Limited Analyses