CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0391	9.70
$α$	0.0454	12.41
$β$	0.9360	288.52
$γ$	0.0069	0.99

V-Lab

Mercury NZ Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:19.18% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury NZ Ltd Analyses