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
$ω$	1.6543	6.10
$α$	0.1071	5.91
$β$	0.7702	18.74
$γ_{1}$	-0.5450	-1.37
$γ_{2}$	1.2784	1.90
$γ_{3}$	-0.9772	-2.06
$γ_{4}$	0.5201	1.57
$γ_{5}$	-0.8670	-2.88
$γ_{6}$	1.1455	3.30
$γ_{7}$	-1.2321	-3.16
$γ_{8}$	1.2686	3.39
$γ_{9}$	-1.0089	-3.05
$γ_{10}$	1.7246	4.06

V-Lab

Iron Road Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:132.54% (-5.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Iron Road Ltd Analyses