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
$ω$	1.5265	3.66
$α$	0.1265	6.30
$β$	0.6990	15.89
$γ_{1}$	0.1463	1.73
$γ_{2}$	-0.1762	-1.46
$γ_{3}$	0.0178	0.20
$γ_{4}$	0.1144	1.45
$γ_{5}$	-0.2401	-3.29
$γ_{6}$	0.2788	4.17
$γ_{7}$	-0.2971	-5.12
$γ_{8}$	0.2611	4.47
$γ_{9}$	-0.1778	-2.82
$γ_{10}$	0.1244	1.38

V-Lab

ALS Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.82% (+6.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ALS Ltd Analyses