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
$ω$	1.1462	5.05
$α$	0.1095	6.04
$β$	0.8445	32.40
$γ_{1}$	-0.1173	-1.86
$γ_{2}$	0.1995	2.11
$γ_{3}$	-0.0745	-1.05
$γ_{4}$	-0.0160	-0.19
$γ_{5}$	-0.0651	-0.70
$γ_{6}$	0.1621	1.71
$γ_{7}$	-0.1209	-1.50

V-Lab

Excelsior Capital Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.28% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Excelsior Capital Ltd Analyses