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
$ω$	0.5469	4.08
$α$	0.1017	8.02
$β$	0.8191	39.99
$γ_{1}$	-0.0555	-1.05
$γ_{2}$	0.0185	0.26
$γ_{3}$	0.1081	2.61
$γ_{4}$	-0.1401	-3.46
$γ_{5}$	0.0891	2.16
$γ_{6}$	-0.0055	-0.13
$γ_{7}$	-0.0474	-1.16
$γ_{8}$	0.0567	2.02

V-Lab

Djerriwarrh Investments Ltd/Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.99% (-0.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Djerriwarrh Investments Ltd/Fund Analyses