CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0260	10.54
$α$	0.1189	20.81
$β$	0.9766	387.23
$γ$	-0.0109	-2.14

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Mercury NZ Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.42% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury NZ Ltd Analyses