CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.4994	4.38
$α$	0.2417	5.49
$β$	0.5012	5.36
$γ_{1}$	-0.1398	-0.25
$γ_{2}$	0.3831	0.44
$γ_{3}$	-1.0266	-1.67
$γ_{4}$	1.9910	3.80
$γ_{5}$	-2.4076	-5.19
$γ_{6}$	2.0844	3.81
$γ_{7}$	-1.9080	-2.72

V-Lab

New Zealand King Salmon Investments Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:67.45% (-7.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand King Salmon Investments Limited Analyses