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
$ω$	2.1274	4.66
$α$	0.1721	4.38
$β$	0.4356	4.03
$γ_{1}$	0.5473	2.46
$γ_{2}$	-1.0146	-2.87
$γ_{3}$	0.8485	2.59
$γ_{4}$	-0.6738	-1.82
$γ_{5}$	0.8171	2.31
$γ_{6}$	-1.1200	-3.71
$γ_{7}$	1.1473	2.89
$γ_{8}$	-0.8676	-1.10
$γ_{9}$	0.7050	0.59

V-Lab

Livium Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:108.40% (-2.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Livium Ltd Analyses