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
$ω$	0.2585	13.50
$α$	0.0871	11.43
$β$	0.8731	167.75
$γ$	0.0046	0.34

V-Lab

Mercury NZ Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.94% (-0.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury NZ Limited Analyses