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
$ω$	0.2821	3.80
$α$	0.1351	4.81
$β$	0.6683	9.64
$γ_{1}$	-0.0090	-0.04
$γ_{2}$	-0.0625	-0.17
$γ_{3}$	-0.1341	-0.55
$γ_{4}$	0.2816	1.68
$γ_{5}$	0.0856	0.70
$γ_{6}$	-0.4072	-3.54
$γ_{7}$	0.5157	4.53
$γ_{8}$	-0.4593	-3.39
$γ_{9}$	0.1594	1.05
$γ_{10}$	0.2399	1.06

V-Lab

Dyno Nobel Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:29.61% (-2.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dyno Nobel Ltd Analyses