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
$ω$	0.7001	4.90
$α$	0.1388	4.62
$β$	0.4854	4.60
$γ_{1}$	-0.1599	-0.87
$γ_{2}$	-0.1331	-0.49
$γ_{3}$	0.6425	3.32
$γ_{4}$	-0.5858	-2.75
$γ_{5}$	0.3921	2.01
$γ_{6}$	-0.0081	-0.03

V-Lab

Cyclopharm Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:112.99% (-12.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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