CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2116	26.69
$α$	0.1077	31.79
$β$	0.8102	168.27
$γ$	0.0037	0.08

V-Lab

NZX Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.23% (-1.58%)

Date Range:

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