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
$ω$	0.4730	4.34
$α$	0.1398	4.50
$β$	0.3959	3.04
$γ_{1}$	0.9021	1.14
$γ_{2}$	-1.9747	-1.80
$γ_{3}$	1.8969	3.14
$γ_{4}$	-0.5864	-0.89
$γ_{5}$	-2.3263	-2.71
$γ_{6}$	4.2975	5.07
$γ_{7}$	-3.3018	-4.31
$γ_{8}$	1.5352	2.06
$γ_{9}$	-0.5296	-0.72
$γ_{10}$	-0.1590	-0.15

V-Lab

DorsaVi Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:112.42% (+19.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DorsaVi Ltd Analyses