CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	66
$α$	0.0964	22.65
$β$	0.7725	79.28
$γ$	0.0075	1.42
$λ_{1}$	0.0141	2.80
$λ_{2}$	0.0366	4.02
$λ_{3}$	0.9580	89.93

V-Lab

Spark New Zealand Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:19.56% (+1.92%)

Date Range:

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