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
$m$	21
$α$	0.1846	11.24
$β$	0.0947	1.88
$γ$	0.0100	0.74
$λ_{1}$	3.0575	0.59
$λ_{2}$	0.5517	0.61
$λ_{3}$	0.0000	0.00

V-Lab

Mercury NZ Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.24% (-0.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury NZ Limited Analyses