CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0407	25.01
$α$	0.1313	41.82
$β$	0.8458	240.68
$γ$	0.0723	6.24
$δ$	0.5000	14.27

V-Lab

Mercury NZ Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:23.45% (+1.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury NZ Ltd Analyses