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
$ω$	0.8132	2.88
$α$	0.1585	4.69
$β$	0.6637	10.06
$γ_{1}$	-0.6526	-0.77
$γ_{2}$	0.7482	0.64
$γ_{3}$	0.4687	0.70
$γ_{4}$	-1.5696	-2.37
$γ_{5}$	1.4807	2.50
$γ_{6}$	-0.7567	-1.54
$γ_{7}$	1.2060	1.90
$γ_{8}$	-1.8506	-2.42
$γ_{9}$	2.6912	2.83

V-Lab

Aspermont Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:324.06% (+31.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aspermont Limited Analyses