S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8693	7.10
$α$	0.0627	7.14
$β$	0.9235	94.69
$γ_{1}$	0.0013	1.57

V-Lab

GPT Group/The Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:22.73% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GPT Group/The Analyses