CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1397	22.39
$α$	0.0799	16.96
$β$	0.8594	200.00
$γ$	0.0142	1.71

V-Lab

NZX Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.66% (-0.50%)

Date Range:

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