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
$ω$	1.7591	2.27
$α$	0.0937	4.68
$β$	0.8056	14.62
$γ_{1}$	0.5555	2.77
$γ_{2}$	-0.9326	-3.70
$γ_{3}$	0.6316	4.73
$γ_{4}$	-0.5739	-3.47

V-Lab

NZME Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.93% (+2.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NZME Limited Analyses