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
$ω$	1.6497	6.10
$α$	0.1076	5.92
$β$	0.7691	18.60
$γ_{1}$	-0.5574	-1.38
$γ_{2}$	1.2981	1.91
$γ_{3}$	-0.9895	-2.07
$γ_{4}$	0.5348	1.61
$γ_{5}$	-0.8877	-2.93
$γ_{6}$	1.1645	3.33
$γ_{7}$	-1.2454	-3.18
$γ_{8}$	1.2737	3.43
$γ_{9}$	-1.0075	-3.07
$γ_{10}$	1.6722	3.94

V-Lab

Iron Road Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:129.92% (-4.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Iron Road Ltd Analyses