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
$ω$	1.9777	5.14
$α$	0.1760	6.16
$β$	0.6556	13.78
$γ_{1}$	0.0749	0.60
$γ_{2}$	-0.1265	-0.72
$γ_{3}$	0.3719	3.37
$γ_{4}$	-0.6379	-5.88
$γ_{5}$	0.4436	2.92
$γ_{6}$	-0.3349	-1.08

V-Lab

Dicker Data Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.53% (+0.25%)

Date Range:

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News Impact Curve

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