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
$ω$	1.1380	4.72
$α$	0.0860	4.39
$β$	0.7775	13.28
$γ_{1}$	-0.0384	-0.23
$γ_{2}$	0.0363	0.15
$γ_{3}$	-0.0358	-0.21
$γ_{4}$	0.1422	0.90
$γ_{5}$	-0.3021	-1.92
$γ_{6}$	0.4134	2.71
$γ_{7}$	-0.3396	-2.16
$γ_{8}$	0.4411	2.04
$γ_{9}$	-0.8182	-2.47

V-Lab

DGR Global Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:109.06% (-2.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DGR Global Limited Analyses