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
$ω$	1.4978	5.37
$α$	0.1070	6.92
$β$	0.7291	19.07
$γ_{1}$	0.1313	2.87
$γ_{2}$	-0.1641	-2.53
$γ_{3}$	0.0094	0.24
$γ_{4}$	0.0716	1.87
$γ_{5}$	-0.1258	-3.35
$γ_{6}$	0.1505	4.06
$γ_{7}$	-0.0774	-1.53
$γ_{8}$	-0.0183	-0.29
$γ_{9}$	0.0289	0.59

V-Lab

EVT Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:25.85% (+0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EVT Ltd Analyses