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
$ω$	0.5022	5.22
$α$	0.1922	3.97
$β$	0.3766	3.28
$γ_{1}$	-0.6596	-0.35
$γ_{2}$	-3.8910	-1.20
$γ_{3}$	8.8935	3.30
$γ_{4}$	-7.1422	-3.29
$γ_{5}$	4.9798	2.71
$γ_{6}$	-1.6269	-0.99
$γ_{7}$	-2.2784	-1.35
$γ_{8}$	2.0231	1.23
$γ_{9}$	-0.1593	-0.11
$γ_{10}$	-0.1762	-0.16

V-Lab

identitii Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:116.48% (-5.97%)

Date Range:

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News Impact Curve

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