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
$ω$	0.6824	8.74
$α$	0.0582	4.63
$β$	0.8955	57.30
$γ_{1}$	0.0007	0.09
$γ_{2}$	-0.0124	-0.89
$γ_{3}$	0.0175	1.96

V-Lab

BlueScope Steel Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.31% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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