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
$ω$	2.8283	2.49
$α$	0.2329	2.01
$β$	0.6789	5.46
$γ_{1}$	-1.9117	-0.56
$γ_{2}$	3.1711	0.60
$γ_{3}$	-2.7667	-0.57
$γ_{4}$	3.6951	0.59
$γ_{5}$	-5.8280	-0.75
$γ_{6}$	5.7026	0.67
$γ_{7}$	-2.1533	-0.25
$γ_{8}$	3.3099	0.41
$γ_{9}$	-6.8904	-0.96
$γ_{10}$	4.9762	1.02

V-Lab

Embelton Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:21.35% (-4.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Embelton Limited Analyses