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
$ω$	0.6849	7.22
$α$	0.2218	3.90
$β$	0.2321	1.75
$γ_{1}$	0.2191	0.33
$γ_{2}$	-1.9710	-1.84
$γ_{3}$	3.2701	3.84
$γ_{4}$	-1.5401	-1.61
$γ_{5}$	-0.7937	-0.70
$γ_{6}$	2.7215	1.60

V-Lab

Gumtree Australia Markets Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:126.87% (-11.86%)

Date Range:

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News Impact Curve

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