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
$ω$	1.9027	4.58
$α$	0.1116	1.35
$β$	0.0000	0.00
$γ_{1}$	-1.1020	-0.75
$γ_{2}$	0.6909	0.31
$γ_{3}$	1.2234	0.65
$γ_{4}$	-2.0494	-0.83
$γ_{5}$	0.5527	0.15
$γ_{6}$	2.1596	0.48
$γ_{7}$	2.2487	0.52
$γ_{8}$	-11.8650	-2.53
$γ_{9}$	23.6549	4.98

V-Lab

Embelton Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:45.45% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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