CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0378	9.22
$α$	0.0485	21.08
$β$	0.9368	280.48

V-Lab

Mercury NZ Ltd GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.93% (+0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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