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
$ω$	0.6572	6.54
$α$	0.1084	2.75
$β$	0.6977	8.20
$γ_{1}$	-1.1692	-2.64
$γ_{2}$	1.9351	2.76
$γ_{3}$	-1.9139	-3.36
$γ_{4}$	2.4989	4.26
$γ_{5}$	-2.4126	-4.18
$γ_{6}$	1.1976	2.17
$γ_{7}$	0.1058	0.17
$γ_{8}$	-0.3921	-0.49
$γ_{9}$	0.9588	0.79

V-Lab

Cryosite Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 5th, 2026:63.83% (+1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cryosite Limited Analyses