S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5228	3.03
$α$	0.2075	5.20
$β$	0.6886	13.79
$γ_{1}$	-0.0045	-0.01
$γ_{2}$	-0.3817	-0.74
$γ_{3}$	0.8217	2.55
$γ_{4}$	-0.6699	-2.91

V-Lab

HMC Capital Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:63.91% (+8.67%)

Date Range:

Parameter Estimates

News Impact Curve

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