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
$ω$	1.5411	6.77
$α$	0.1350	5.77
$β$	0.6768	12.17
$γ_{1}$	0.1844	2.53
$γ_{2}$	-0.2937	-2.53
$γ_{3}$	0.2925	3.14
$γ_{4}$	-0.3335	-3.06
$γ_{5}$	0.1765	1.60
$γ_{6}$	0.0269	0.31
$γ_{7}$	-0.0942	-1.00
$γ_{8}$	0.0197	0.19
$γ_{9}$	0.1495	1.61
$γ_{10}$	-0.3159	-2.23

V-Lab

Healius Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:40.70% (+0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Healius Ltd Analyses