CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	81
$α$	0.0571	13.71
$β$	0.7531	81.28
$γ$	0.0622	11.53
$λ_{1}$	0.0989	2.18
$λ_{2}$	0.9015	31.33
$λ_{3}$	0.0000	0.00

V-Lab

New Zealand Exchange Ltd NZX 10 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:10.10% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other New Zealand Exchange Ltd NZX 10 Index Analyses