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
$ω$	0.9304	6.02
$α$	0.0625	7.08
$β$	0.9237	91.09
$γ_{1}$	0.0031	1.51
$γ_{2}$	-0.0042	-1.59

V-Lab

GPT Group/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.11% (+2.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GPT Group/The Analyses