CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0065	7.43
$α$	0.1475	23.72
$β$	0.9919	1,164.19
$γ$	-0.0303	-5.18

V-Lab

New Zealand Exchange Ltd NZX 10 Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:11.82% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Exchange Ltd NZX 10 Index Analyses