CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.4890	7.63
$α$	0.1041	5.64
$β$	0.7084	12.81
$γ_{1}$	0.0002	0.00
$γ_{2}$	-0.1923	-1.19
$γ_{3}$	0.4640	3.99
$γ_{4}$	-0.6058	-5.95
$γ_{5}$	0.4879	4.80
$γ_{6}$	-0.1781	-1.66
$γ_{7}$	0.0313	0.29
$γ_{8}$	0.1476	1.11

V-Lab

South Port New Zealand Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:23.16% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other South Port New Zealand Ltd Analyses