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
$ω$	0.2823	3.79
$α$	0.1331	4.79
$β$	0.6715	9.74
$γ_{1}$	-0.0064	-0.03
$γ_{2}$	-0.0685	-0.18
$γ_{3}$	-0.1272	-0.52
$γ_{4}$	0.2770	1.66
$γ_{5}$	0.0853	0.70
$γ_{6}$	-0.4059	-3.54
$γ_{7}$	0.5242	4.65
$γ_{8}$	-0.4961	-3.79
$γ_{9}$	0.2579	1.85
$γ_{10}$	-0.0049	-0.05

V-Lab

Dyno Nobel Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.32% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dyno Nobel Ltd Analyses