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
$ω$	1.8530	3.58
$α$	0.0659	4.80
$β$	0.9094	42.67
$γ_{1}$	0.5785	4.32
$γ_{2}$	-1.0476	-5.23
$γ_{3}$	0.8968	6.06
$γ_{4}$	-0.9213	-4.26

V-Lab

Gratifii Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:89.96% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

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