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
$ω$	0.8955	4.59
$α$	0.1438	7.61
$β$	0.6911	17.33
$γ_{1}$	-0.2445	-2.62
$γ_{2}$	0.6541	4.67
$γ_{3}$	-0.8052	-7.02
$γ_{4}$	0.5306	5.33
$γ_{5}$	-0.1448	-1.58
$γ_{6}$	0.0022	0.02
$γ_{7}$	0.1029	1.05
$γ_{8}$	-0.1928	-2.49
$γ_{9}$	0.1249	2.41

V-Lab

Centuria Capital Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.81% (+17.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centuria Capital Group Analyses