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
$ω$	0.5638	1.67
$α$	0.1152	4.38
$β$	0.7697	14.27
$γ_{1}$	-0.7192	-1.65
$γ_{2}$	1.1705	2.06
$γ_{3}$	-0.6267	-2.63
$γ_{4}$	-0.0039	-0.02
$γ_{5}$	0.1584	0.73
$γ_{6}$	0.3741	1.65
$γ_{7}$	-0.6654	-1.61
$γ_{8}$	0.6354	1.26
$γ_{9}$	-1.1534	-2.98

V-Lab

Dimerix Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.47% (+8.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimerix Limited Analyses