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
$ω$	0.4399	3.22
$α$	0.0848	2.51
$β$	0.3717	1.61
$γ_{1}$	-4.5373	-1.62
$γ_{2}$	9.5917	2.62
$γ_{3}$	-9.5576	-4.78
$γ_{4}$	7.5082	3.12
$γ_{5}$	-5.6133	-1.77
$γ_{6}$	3.3967	1.18
$γ_{7}$	-1.8589	-0.76
$γ_{8}$	4.5022	2.04
$γ_{9}$	-5.5499	-3.27

V-Lab

Eroad Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:94.00% (-2.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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