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
$ω$	2.0992	4.69
$α$	0.1723	4.34
$β$	0.4135	3.67
$γ_{1}$	0.5240	2.35
$γ_{2}$	-0.9762	-2.77
$γ_{3}$	0.8159	2.53
$γ_{4}$	-0.6367	-1.75
$γ_{5}$	0.7787	2.24
$γ_{6}$	-1.0759	-3.73
$γ_{7}$	1.0714	3.35
$γ_{8}$	-0.6842	-1.21
$γ_{9}$	0.1486	0.27

V-Lab

Livium Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:87.28% (-6.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Livium Ltd Analyses