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
$ω$	1.0709	5.10
$α$	0.0903	5.52
$β$	0.7969	17.87
$γ_{1}$	-0.0277	-0.50
$γ_{2}$	0.1177	1.52
$γ_{3}$	-0.1890	-4.10
$γ_{4}$	0.1519	3.11
$γ_{5}$	-0.0150	-0.23

V-Lab

Critica Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:151.17% (-6.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Critica Ltd Analyses