CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0132	23.71
$α$	0.0249	11.02
$β$	0.9072	391.04
$γ$	0.0802	13.34

V-Lab

S&P/NZX 50 Total Return Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.20% (+6.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/NZX 50 Total Return Index Analyses