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
$ω$	0.9262	6.12
$α$	0.2238	4.79
$β$	0.4337	4.68
$γ_{1}$	-0.3102	-1.48
$γ_{2}$	0.7052	2.31
$γ_{3}$	-1.0042	-5.00
$γ_{4}$	1.3906	7.20
$γ_{5}$	-1.1334	-4.88
$γ_{6}$	0.2168	0.63
$γ_{7}$	0.1711	0.38
$γ_{8}$	-0.0891	-0.24
$γ_{9}$	0.1286	0.51
$γ_{10}$	-0.0406	-0.23

V-Lab

GWR Group Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:66.24% (+17.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GWR Group Limited Analyses