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
$ω$	0.6838	8.68
$α$	0.0567	4.61
$β$	0.8990	58.29
$γ_{1}$	0.0008	0.10
$γ_{2}$	-0.0126	-0.89
$γ_{3}$	0.0175	1.95

V-Lab

BlueScope Steel Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:36.82% (-1.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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