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
$ω$	1.3691	4.60
$α$	0.1080	3.97
$β$	0.6457	8.09
$γ_{1}$	0.6542	2.33
$γ_{2}$	-1.0457	-2.71
$γ_{3}$	0.7609	3.82
$γ_{4}$	-0.7105	-3.63
$γ_{5}$	0.5638	2.60
$γ_{6}$	-0.2380	-1.07
$γ_{7}$	-0.2066	-0.80
$γ_{8}$	0.5391	2.03
$γ_{9}$	-0.2881	-0.83

V-Lab

ABx Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:108.97% (+2.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ABx Group Ltd Analyses