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
$ω$	1.1088	4.34
$α$	0.0905	5.13
$β$	0.7845	15.62
$γ_{1}$	0.0105	0.09
$γ_{2}$	-0.0519	-0.33
$γ_{3}$	0.2545	1.98
$γ_{4}$	-0.4239	-2.93
$γ_{5}$	0.2763	1.97
$γ_{6}$	-0.1202	-1.01
$γ_{7}$	0.1935	1.93
$γ_{8}$	-0.2272	-3.01

V-Lab

Critica Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:140.93% (-7.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Critica Ltd Analyses