CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.1960	7.29
$α$	0.0755	7.19
$β$	0.8595	43.84
$γ_{1}$	-0.0206	-1.26
$γ_{2}$	0.0453	1.79
$γ_{3}$	-0.0563	-2.56
$γ_{4}$	0.0593	2.82
$γ_{5}$	-0.0244	-1.48
$γ_{6}$	-0.0358	-1.88

V-Lab

Port of Tauranga Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.36% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Port of Tauranga Ltd Analyses