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
$ω$	1.1167	7.82
$α$	0.1179	4.79
$β$	0.6587	8.93
$γ_{1}$	0.1508	2.02
$γ_{2}$	-0.2598	-2.25
$γ_{3}$	0.3009	3.17
$γ_{4}$	-0.3691	-3.50
$γ_{5}$	0.2346	2.11
$γ_{6}$	-0.0594	-0.75

V-Lab

Corporate Travel Management Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:35.86% (-1.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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