S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8822	11.35
$α$	0.1483	4.32
$β$	0.4269	3.84
$γ_{1}$	0.1122	1.26
$γ_{2}$	-0.2935	-1.97
$γ_{3}$	0.4295	3.49
$γ_{4}$	-0.4425	-3.24
$γ_{5}$	0.3187	2.28
$γ_{6}$	-0.2041	-1.77
$γ_{7}$	0.1143	1.15
$γ_{8}$	-0.0450	-0.31

V-Lab

Acrux Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:110.99% (+27.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Acrux Ltd Analyses