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
$ω$	1.8989	3.21
$α$	0.1826	3.55
$β$	0.3911	2.78
$γ_{1}$	3.6404	2.78
$γ_{2}$	-5.4166	-2.76
$γ_{3}$	1.8778	1.53
$γ_{4}$	0.6795	0.75
$γ_{5}$	-1.4705	-1.51
$γ_{6}$	0.8545	0.73
$γ_{7}$	0.3479	0.28
$γ_{8}$	-1.2971	-0.76

V-Lab

Civmec Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.04% (+22.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Civmec Limited Analyses