CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0206	205,990.00
$γ$	-0.0412	-411,770.00
$λ_{1}$	0.0651	4.99
$λ_{2}$	0.9176	24.11
$λ_{3}$	0.0000	0.00

V-Lab

S&P/NZX All Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.08% (-4.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/NZX All Index Analyses