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
$ω$	0.9343	2.46
$α$	0.0511	0.88
$β$	0.0000	0.00
$γ_{1}$	-7.7795	-0.09
$γ_{2}$	19.5827	0.16
$γ_{3}$	-6.2000	-0.07
$γ_{4}$	-56.4248	-0.73
$γ_{5}$	189.8134	1.60
$γ_{6}$	-359.4741	-2.02
$γ_{7}$	425.4084	2.58
$γ_{8}$	-325.1235	-3.08
$γ_{9}$	193.6111	2.15

V-Lab

Cuscal Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.43% (+2.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cuscal Limited Analyses