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
$ω$	0.5901	6.94
$α$	0.1884	6.78
$β$	0.3849	5.21
$γ_{1}$	-0.1004	-1.29
$γ_{2}$	-0.1223	-1.15
$γ_{3}$	0.4509	7.10
$γ_{4}$	-0.3501	-5.57
$γ_{5}$	0.2533	3.77
$γ_{6}$	-0.2460	-3.81
$γ_{7}$	0.1705	2.32
$γ_{8}$	-0.0831	-0.94
$γ_{9}$	0.0053	0.07
$γ_{10}$	0.0523	1.18

V-Lab

Data#3 Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:41.58% (-3.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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