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
$ω$	0.8754	11.34
$α$	0.1501	4.35
$β$	0.4228	3.80
$γ_{1}$	0.1041	1.17
$γ_{2}$	-0.2797	-1.88
$γ_{3}$	0.4191	3.40
$γ_{4}$	-0.4344	-3.17
$γ_{5}$	0.3130	2.24
$γ_{6}$	-0.2012	-1.79
$γ_{7}$	0.1157	1.42
$γ_{8}$	-0.0534	-1.02

V-Lab

Acrux Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:97.45% (-13.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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