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
$ω$	1.4605	3.48
$α$	0.1252	6.24
$β$	0.7023	15.99
$γ_{1}$	0.1244	1.44
$γ_{2}$	-0.1447	-1.18
$γ_{3}$	0.0067	0.07
$γ_{4}$	0.1108	1.39
$γ_{5}$	-0.2261	-3.06
$γ_{6}$	0.2613	3.85
$γ_{7}$	-0.2810	-4.80
$γ_{8}$	0.2473	4.31
$γ_{9}$	-0.1637	-2.97
$γ_{10}$	0.1012	2.33

V-Lab

ALS Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.38% (+6.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ALS Ltd Analyses