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
$ω$	0.5732	6.68
$α$	0.1845	6.77
$β$	0.3889	5.30
$γ_{1}$	-0.0998	-1.26
$γ_{2}$	-0.1302	-1.20
$γ_{3}$	0.4670	7.33
$γ_{4}$	-0.3693	-5.88
$γ_{5}$	0.2744	4.07
$γ_{6}$	-0.2658	-4.11
$γ_{7}$	0.1871	2.54
$γ_{8}$	-0.0997	-1.11
$γ_{9}$	0.0317	0.36
$γ_{10}$	-0.0124	-0.08

V-Lab

Data#3 Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.06% (-3.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Data#3 Ltd Analyses