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
$ω$	0.7303	1.96
$α$	0.0000	0.00
$β$	0.9247	3.23
$γ_{1}$	-3.7860	-1.05
$γ_{2}$	7.6957	1.74
$γ_{3}$	-7.6132	-4.19
$γ_{4}$	4.0176	2.41
$γ_{5}$	0.5929	0.29
$γ_{6}$	2.1246	0.77
$γ_{7}$	-8.6191	-2.13
$γ_{8}$	10.9762	2.36
$γ_{9}$	-14.5559	-3.25

V-Lab

Cettire Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:47.35% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cettire Limited Analyses