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
$ω$	3.2588	2.81
$α$	0.1286	4.71
$β$	0.7573	12.33
$γ_{1}$	0.0693	0.12
$γ_{2}$	1.2610	1.54
$γ_{3}$	-2.6753	-5.72
$γ_{4}$	2.0920	5.68
$γ_{5}$	-1.3806	-2.96
$γ_{6}$	1.3293	2.67
$γ_{7}$	-1.1216	-2.54
$γ_{8}$	0.6120	1.36
$γ_{9}$	-0.4136	-0.65

V-Lab

Acrow Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:31.73% (+2.34%)

Date Range:

Parameter Estimates

News Impact Curve

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