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
$ω$	1.0948	3.00
$α$	0.0246	0.48
$β$	0.0000	0.00
$γ_{1}$	67.0593	0.79
$γ_{2}$	-115.1478	-0.90
$γ_{3}$	117.7160	1.17
$γ_{4}$	-141.5068	-1.41
$γ_{5}$	80.4054	0.82
$γ_{6}$	126.6762	1.01
$γ_{7}$	-401.8744	-1.90
$γ_{8}$	524.0235	2.30
$γ_{9}$	-393.2476	-2.60
$γ_{10}$	162.1256	2.39

V-Lab

Cuscal Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:68.86% (+0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cuscal Limited Analyses