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
$ω$	1.2640	12,639,730.00
$α$	0.4113	4,112,980.00
$β$	0.5797	5,797,010.00
$γ_{1}$	46.1047	461,046,500.00
$γ_{2}$	58.7930	587,930,300.00
$γ_{3}$	-73.7195	-737,194,600.00
$γ_{4}$	-332.5208	-3,325,208,000.00
$γ_{5}$	693.3011	6,933,011,000.00
$γ_{6}$	-622.0979	-6,220,979,000.00
$γ_{7}$	424.8523	4,248,523,000.00
$γ_{8}$	-1,330.5110	-13,305,110,000.00
$γ_{9}$	2,108.3530	21,083,530,000.00

V-Lab

Assetora Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Assetora Ltd Analyses