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
$ω$	0.3395	3.18
$α$	0.1294	4.86
$β$	0.5517	7.72
$γ_{1}$	-0.8165	-3.09
$γ_{2}$	1.2246	3.43
$γ_{3}$	-0.6239	-3.33
$γ_{4}$	0.2202	1.30
$γ_{5}$	-0.0432	-0.26
$γ_{6}$	0.1211	0.61
$γ_{7}$	-0.2908	-1.51
$γ_{8}$	0.5799	3.59
$γ_{9}$	-0.6632	-4.25
$γ_{10}$	0.5141	2.35

V-Lab

Compumedics Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:80.86% (-2.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Compumedics Ltd Analyses