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
$ω$	1.2806	7.60
$α$	0.0580	1.54
$β$	0.7419	5.42
$γ_{1}$	-0.2931	-0.75
$γ_{2}$	0.8835	1.32
$γ_{3}$	-1.4700	-2.12
$γ_{4}$	1.5717	2.34
$γ_{5}$	-0.9647	-2.10
$γ_{6}$	0.7439	2.18
$γ_{7}$	-0.8225	-3.15

V-Lab

Elsight Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:116.02% (-6.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Elsight Limited Analyses