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
$ω$	0.7410	5.25
$α$	0.1580	4.09
$β$	0.4945	4.61
$γ_{1}$	-0.8846	-0.90
$γ_{2}$	1.6359	0.89
$γ_{3}$	-1.5831	-0.78
$γ_{4}$	1.8430	0.99
$γ_{5}$	-2.2281	-2.01
$γ_{6}$	1.9911	2.27
$γ_{7}$	-1.2893	-0.84
$γ_{8}$	0.1129	0.05
$γ_{9}$	2.5130	1.09
$γ_{10}$	-4.8663	-1.95

V-Lab

GTN Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:47.30% (-2.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GTN Limited Analyses