CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0119	24.95
$α$	0.0627	16.26
$β$	0.8964	377.12
$γ$	0.0436	5.74

V-Lab

S&P/NZX All Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:8.19% (-0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/NZX All Index Analyses