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
$ω$	0.8437	3.89
$α$	0.1589	3.08
$β$	0.0000	0.00
$γ_{1}$	-2.4884	-0.58
$γ_{2}$	7.2283	0.96
$γ_{3}$	-11.0330	-1.51
$γ_{4}$	10.1533	1.54
$γ_{5}$	-3.5867	-0.51
$γ_{6}$	-4.2778	-0.47
$γ_{7}$	8.5985	1.21
$γ_{8}$	-9.2840	-2.53
$γ_{9}$	14.5804	3.96

V-Lab

Dgl Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 1st, 2025:73.45% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dgl Group Limited Analyses