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
$ω$	0.5165	3.98
$α$	0.2051	3.75
$β$	0.2004	1.42
$γ_{1}$	-3.2856	-1.42
$γ_{2}$	5.1368	1.49
$γ_{3}$	-5.9121	-2.72
$γ_{4}$	7.1065	3.47
$γ_{5}$	-3.1501	-1.36
$γ_{6}$	0.7106	0.26
$γ_{7}$	-2.4826	-0.82
$γ_{8}$	3.7393	1.24
$γ_{9}$	-2.7701	-1.24

V-Lab

Gumtree Australia Markets Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:91.68% (-14.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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