CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0154	25.28
$α$	0.0653	29.70
$β$	0.9213	394.07
$γ$	0.4847	20.88
$δ$	1.2701	25.32

V-Lab

S&P/NZX 50 Total Return Index APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:9.01% (-0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/NZX 50 Total Return Index Analyses