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
$ω$	0.2558	13.10
$α$	0.0886	26.19
$β$	0.8742	166.48

V-Lab

Mercury NZ Limited GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.96% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury NZ Limited Analyses