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
$ω$	1.9357	5.06
$α$	0.2134	5.05
$β$	0.6104	11.17
$γ_{1}$	0.1930	2.41
$γ_{2}$	-0.2469	-1.95
$γ_{3}$	0.2423	2.45
$γ_{4}$	-0.4031	-4.45
$γ_{5}$	0.2355	2.75
$γ_{6}$	0.0439	0.46
$γ_{7}$	-0.0442	-0.41
$γ_{8}$	-0.0456	-0.46
$γ_{9}$	0.0160	0.15
$γ_{10}$	0.0079	0.08

V-Lab

GrainCorp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:63.33% (-15.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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