CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0296	17.90
$α$	0.1644	29.07
$β$	0.9722	629.65
$γ$	-0.0078	-2.00

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Spark New Zealand Ltd EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.24% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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