CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1664	16.42
$α$	0.0791	19.72
$β$	0.8517	188.05
$γ$	0.0404	2.99
$δ$	2.3428	28.04

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NZX Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.85% (-1.18%)

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