CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.7944	4.63
$α$	0.0546	15.88
$β$	0.9882	365.07
$ν$	6.6516	3.51

V-Lab

Mercury NZ Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:20.92% (+1.24%)

Date Range:

Parameter Estimates

Other Mercury NZ Ltd Analyses