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
$ω$	0.8285	4.65
$α$	0.2054	6.58
$β$	0.6135	13.79
$γ_{1}$	-0.0479	-0.80
$γ_{2}$	-0.0006	-0.01
$γ_{3}$	0.0890	1.16
$γ_{4}$	-0.0296	-0.36
$γ_{5}$	-0.0474	-0.54
$γ_{6}$	-0.0232	-0.26
$γ_{7}$	0.2505	3.18
$γ_{8}$	-0.3898	-4.82
$γ_{9}$	0.2845	4.04

V-Lab

FAR Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.26% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FAR Ltd Analyses