CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.8258	18.97
$α$	0.0990	18.04
$β$	0.8820	140.87
$ν$	3.8340	9.94

V-Lab

NZX Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.01% (+0.16%)

Date Range:

Parameter Estimates

Other NZX Ltd Analyses