CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0458	16.98
$α$	0.0736	16.20
$β$	0.9126	299.72
$γ$	-0.0048	-0.74

V-Lab

Spark New Zealand Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.65% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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