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
$ω$	1.0857	6.61
$α$	0.1364	4.67
$β$	0.7014	12.39
$γ_{1}$	0.6777	4.26
$γ_{2}$	-0.9552	-3.76
$γ_{3}$	0.3441	2.33
$γ_{4}$	-0.1435	-1.44
$γ_{5}$	0.3270	2.83
$γ_{6}$	-0.5748	-4.31
$γ_{7}$	0.4273	3.20
$γ_{8}$	0.1202	0.52

V-Lab

DataDot Technology Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:186.01% (-17.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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