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
$ω$	0.7663	2.34
$α$	0.1162	5.71
$β$	0.8387	33.16
$γ_{1}$	0.3762	1.07
$γ_{2}$	-0.7963	-1.59
$γ_{3}$	0.5483	1.71
$γ_{4}$	-0.1640	-0.64
$γ_{5}$	0.3158	1.33
$γ_{6}$	-0.8686	-3.39
$γ_{7}$	1.2918	3.69
$γ_{8}$	-1.2215	-2.73
$γ_{9}$	0.7480	1.71
$γ_{10}$	-0.2792	-0.90

V-Lab

Australian Pacific Coal Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 30th, 2025:139.84% (-8.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Pacific Coal Ltd Analyses