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
$ω$	1.7957	8.47
$α$	0.0768	5.17
$β$	0.7061	11.38
$γ_{1}$	-0.1590	-2.43
$γ_{2}$	0.3113	2.72
$γ_{3}$	-0.1527	-1.38
$γ_{4}$	-0.0751	-0.75
$γ_{5}$	0.1216	1.81
$γ_{6}$	-0.0952	-1.50
$γ_{7}$	0.1487	2.31
$γ_{8}$	-0.1722	-2.95
$γ_{9}$	-0.0308	-0.23

V-Lab

Downer EDI Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.74% (+11.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Downer EDI Ltd Analyses