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
$ω$	2.2728	6.32
$α$	0.0675	3.77
$β$	0.8175	13.10
$γ_{1}$	-0.2160	-1.09
$γ_{2}$	1.0200	3.10
$γ_{3}$	-1.7249	-5.76
$γ_{4}$	1.5519	5.32
$γ_{5}$	-0.9725	-4.03
$γ_{6}$	0.5426	2.42
$γ_{7}$	-0.4283	-1.83
$γ_{8}$	0.7344	1.80

V-Lab

Alpha HPA Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:61.50% (-3.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha HPA Limited Analyses