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
$ω$	0.6676	6.33
$α$	0.1080	2.73
$β$	0.7204	8.94
$γ_{1}$	-1.1327	-2.47
$γ_{2}$	1.8847	2.60
$γ_{3}$	-1.8926	-3.21
$γ_{4}$	2.4879	4.10
$γ_{5}$	-2.4173	-4.07
$γ_{6}$	1.2439	2.21
$γ_{7}$	-0.0420	-0.07
$γ_{8}$	0.0101	0.01
$γ_{9}$	-0.1880	-0.33

V-Lab

Cryosite Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 5th, 2026:49.83% (+2.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cryosite Limited Analyses