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
$ω$	0.9646	7.41
$α$	0.1490	3.30
$β$	0.1453	0.98
$γ_{1}$	-0.7168	-4.67
$γ_{2}$	1.1306	4.70
$γ_{3}$	-0.5594	-3.37
$γ_{4}$	0.1662	1.23
$γ_{5}$	0.0013	0.01

V-Lab

FFI Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:39.29% (-20.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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