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
$ω$	0.8451	6.13
$α$	0.0726	4.77
$β$	0.8428	24.53
$γ_{1}$	0.5783	2.48
$γ_{2}$	-0.9651	-2.53
$γ_{3}$	0.7195	2.32
$γ_{4}$	-0.4579	-1.49
$γ_{5}$	-0.3440	-1.06
$γ_{6}$	1.1953	4.05
$γ_{7}$	-1.1115	-3.83
$γ_{8}$	0.4445	1.45
$γ_{9}$	0.1475	0.47
$γ_{10}$	-0.4026	-1.66

V-Lab

Hydrocarbon Dynamics Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:296.91% (-17.79%)

Date Range:

Parameter Estimates

News Impact Curve

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