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
$ω$	1.2667	6.11
$α$	0.0812	6.09
$β$	0.8868	47.41
$γ_{1}$	-0.1231	-1.65
$γ_{2}$	0.2606	2.14
$γ_{3}$	-0.2117	-2.13
$γ_{4}$	0.0468	0.52
$γ_{5}$	0.1922	1.78
$γ_{6}$	-0.3834	-2.80
$γ_{7}$	0.3118	2.59
$γ_{8}$	-0.0868	-1.28

V-Lab

EVZ Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:57.47% (-1.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EVZ Limited Analyses