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
$ω$	0.1968	1.61
$α$	0.1558	3.98
$β$	0.1723	1.06
$γ_{1}$	-8.7502	-3.91
$γ_{2}$	12.2063	4.19
$γ_{3}$	-5.2548	-4.32
$γ_{4}$	2.4658	2.78
$γ_{5}$	-0.1624	-0.21
$γ_{6}$	-0.5700	-0.72
$γ_{7}$	-0.0877	-0.10
$γ_{8}$	-0.2937	-0.25
$γ_{9}$	0.3725	0.22

V-Lab

First Au Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:171.97% (-17.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Au Limited Analyses