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
$ω$	0.6648	3.06
$α$	0.1195	2.94
$β$	0.2776	1.18
$γ_{1}$	-1.9627	-1.56
$γ_{2}$	2.8382	1.66
$γ_{3}$	-1.0099	-0.82
$γ_{4}$	0.7892	0.57
$γ_{5}$	-2.1040	-1.73
$γ_{6}$	2.8517	2.48
$γ_{7}$	-3.6646	-2.27
$γ_{8}$	5.5477	2.63
$γ_{9}$	-6.1520	-2.61
$γ_{10}$	8.5920	3.11

V-Lab

DTI Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:384.89% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DTI Group Limited Analyses