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
$ω$	1.1999	2.83
$α$	0.2028	3.54
$β$	0.4212	3.15
$γ_{1}$	0.6053	1.18
$γ_{2}$	-0.9298	-1.37
$γ_{3}$	1.0441	2.63
$γ_{4}$	-1.6456	-3.59
$γ_{5}$	1.5440	3.28
$γ_{6}$	-0.9819	-2.21
$γ_{7}$	0.5460	1.33
$γ_{8}$	-0.2152	-0.65

V-Lab

Gentrack Group Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:36.71% (-2.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gentrack Group Limited Analyses