CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.5156	7.03
$α$	0.0563	29.10
$β$	0.9889	565.73
$ν$	7.0804	5.42

V-Lab

Spark New Zealand Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:18.41% (+1.92%)

Date Range:

Parameter Estimates

Other Spark New Zealand Ltd Analyses