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	3.79
$α$	0.1355	4.83
$β$	0.6681	9.66
$γ_{1}$	-0.0092	-0.04
$γ_{2}$	-0.0622	-0.16
$γ_{3}$	-0.1342	-0.55
$γ_{4}$	0.2817	1.68
$γ_{5}$	0.0853	0.70
$γ_{6}$	-0.4067	-3.53
$γ_{7}$	0.5147	4.52
$γ_{8}$	-0.4569	-3.38
$γ_{9}$	0.1537	1.02
$γ_{10}$	0.2591	1.19

V-Lab

Dyno Nobel Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.27% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dyno Nobel Ltd Analyses