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
$ω$	1.5665	5.65
$α$	0.1068	6.97
$β$	0.7280	19.27
$γ_{1}$	0.1475	3.30
$γ_{2}$	-0.1876	-2.95
$γ_{3}$	0.0191	0.49
$γ_{4}$	0.0702	1.84
$γ_{5}$	-0.1290	-3.45
$γ_{6}$	0.1522	4.07
$γ_{7}$	-0.0705	-1.34
$γ_{8}$	-0.0447	-0.68
$γ_{9}$	0.1016	1.21

V-Lab

EVT Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.30% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EVT Ltd Analyses