S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	28.9236	2.09
$α$	0.1276	13.73
$β$	0.9500	39.00
$ν$	2.4855	17.93

V-Lab

Eroad Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:79.15% (-10.00%)

Date Range:

Parameter Estimates

Other Eroad Ltd Analyses