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
$ω$	0.9538	0.98
$α$	0.0000	0.00
$β$	0.7910	0.04
$γ_{1}$	-14.7513	-0.13
$γ_{2}$	40.7685	0.30
$γ_{3}$	-35.9175	-0.42
$γ_{4}$	-33.3278	-0.44
$γ_{5}$	179.1539	1.65
$γ_{6}$	-348.1968	-2.15
$γ_{7}$	400.2288	2.67
$γ_{8}$	-278.3175	-3.06
$γ_{9}$	106.8267	2.32

V-Lab

Cuscal Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.50% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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