CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8555	7.00
$α$	0.0490	5.02
$β$	0.9324	64.36
$γ_{1}$	-0.0023	-1.25

V-Lab

Mercury NZ Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.60% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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