S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	126
$α$	0.0163	7.73
$β$	0.9506	132.93
$γ$	0.0484	11.17
$λ_{1}$	9.6078	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

NZME Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.40% (+1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NZME Limited Analyses