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
$ω$	1.1213	8.21
$α$	0.1064	5.53
$β$	0.5473	7.39
$γ_{1}$	-0.0419	-1.01
$γ_{2}$	0.1387	2.31
$γ_{3}$	-0.2205	-5.76
$γ_{4}$	0.2103	5.42
$γ_{5}$	-0.1287	-2.75
$γ_{6}$	0.1015	1.86
$γ_{7}$	-0.1015	-1.78
$γ_{8}$	0.0441	1.04

V-Lab

IRESS Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:41.41% (+6.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IRESS Ltd Analyses