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
$ω$	1.1318	8.27
$α$	0.1772	5.76
$β$	0.5833	7.81
$γ_{1}$	-0.1841	-1.23
$γ_{2}$	0.8283	3.44
$γ_{3}$	-1.3602	-7.18
$γ_{4}$	1.1180	5.79
$γ_{5}$	-0.5403	-2.72
$γ_{6}$	0.0861	0.38
$γ_{7}$	0.2084	0.78
$γ_{8}$	-0.2301	-1.11

V-Lab

Clime Investment Management Lt Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:38.12% (-3.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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