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
$ω$	0.7610	4.19
$α$	0.0732	6.82
$β$	0.8969	55.76
$γ_{1}$	0.1902	3.31
$γ_{2}$	-0.3402	-4.05
$γ_{3}$	0.2133	4.13
$γ_{4}$	-0.0917	-1.87
$γ_{5}$	0.1087	1.58
$γ_{6}$	-0.2519	-1.92

V-Lab

Abacus Group Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.72% (+4.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses