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
$ω$	0.8245	4.33
$α$	0.2130	6.65
$β$	0.6602	16.75
$γ_{1}$	-0.0676	-3.25
$γ_{2}$	0.1080	3.60
$γ_{3}$	-0.0919	-4.12
$γ_{4}$	0.1177	4.43
$γ_{5}$	-0.1809	-3.95

V-Lab

FAR Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.84% (-1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FAR Ltd Analyses