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
$ω$	0.7534	4.44
$α$	0.0585	2.44
$β$	0.8668	11.03
$γ_{1}$	-0.4130	-1.96
$γ_{2}$	0.6240	2.09
$γ_{3}$	-0.3870	-2.46
$γ_{4}$	0.3335	2.20
$γ_{5}$	-0.3168	-1.53
$γ_{6}$	0.3891	1.47
$γ_{7}$	-0.5640	-1.36

V-Lab

Element 25 Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:86.70% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Element 25 Limited Analyses