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
$ω$	0.9914	4.58
$α$	0.1008	3.62
$β$	0.7355	9.54
$γ_{1}$	3.2614	2.40
$γ_{2}$	-4.4305	-2.29
$γ_{3}$	0.3559	0.25
$γ_{4}$	0.8621	0.57
$γ_{5}$	1.8063	1.24
$γ_{6}$	-3.9289	-2.56
$γ_{7}$	4.3821	2.63
$γ_{8}$	-5.5767	-3.79
$γ_{9}$	8.0640	4.55

V-Lab

DataWorks Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:201.41% (-3.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DataWorks Group Ltd Analyses