S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0666	2.29
$α$	0.0060	2.08
$β$	0.9666	267.01
$γ$	0.0411	8.25

V-Lab

NZME Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:29.47% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NZME Limited Analyses