CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8971	4.80
$α$	0.0518	4.24
$β$	0.8757	27.17
$γ_{1}$	0.3157	1.18
$γ_{2}$	-0.6932	-1.84
$γ_{3}$	0.8159	3.87
$γ_{4}$	-0.6559	-3.30
$γ_{5}$	0.0913	0.49
$γ_{6}$	0.3961	2.24
$γ_{7}$	-0.8642	-3.48

V-Lab

Mercury NZ Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.52% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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