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
$ω$	1.2414	6.01
$α$	0.0818	6.16
$β$	0.8865	47.94
$γ_{1}$	-0.1344	-1.79
$γ_{2}$	0.2776	2.28
$γ_{3}$	-0.2205	-2.21
$γ_{4}$	0.0490	0.54
$γ_{5}$	0.1975	1.78
$γ_{6}$	-0.3955	-2.77
$γ_{7}$	0.3318	2.43
$γ_{8}$	-0.1289	-0.81

V-Lab

EVZ Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:55.78% (-1.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EVZ Limited Analyses