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
$ω$	0.8948	4.62
$α$	0.1443	7.59
$β$	0.6875	17.02
$γ_{1}$	-0.2477	-2.66
$γ_{2}$	0.6601	4.71
$γ_{3}$	-0.8088	-7.05
$γ_{4}$	0.5306	5.34
$γ_{5}$	-0.1441	-1.57
$γ_{6}$	0.0022	0.02
$γ_{7}$	0.1044	1.07
$γ_{8}$	-0.1967	-2.55
$γ_{9}$	0.1288	2.50

V-Lab

Centuria Capital Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:35.22% (-1.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centuria Capital Group Analyses