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
$ω$	1.0625	4.08
$α$	0.0557	6.64
$β$	0.9232	84.19
$γ_{1}$	0.0750	2.41
$γ_{2}$	-0.1433	-3.27
$γ_{3}$	0.1270	4.58
$γ_{4}$	-0.0563	-1.84
$γ_{5}$	-0.0415	-1.08
$γ_{6}$	0.0803	1.93
$γ_{7}$	-0.1200	-1.55

V-Lab

ARN Media Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:38.67% (-1.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ARN Media Ltd Analyses