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
$ω$	1.2780	7.59
$α$	0.0581	1.55
$β$	0.7419	5.43
$γ_{1}$	-0.3002	-0.77
$γ_{2}$	0.8948	1.34
$γ_{3}$	-1.4778	-2.13
$γ_{4}$	1.5784	2.35
$γ_{5}$	-0.9713	-2.09
$γ_{6}$	0.7522	1.91
$γ_{7}$	-0.8386	-1.48

V-Lab

Elsight Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:115.74% (-6.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Elsight Limited Analyses