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
$ω$	0.8605	5.92
$α$	0.1839	5.18
$β$	0.4442	3.71
$γ_{1}$	1.3023	2.38
$γ_{2}$	-2.8507	-3.29
$γ_{3}$	2.2179	3.56
$γ_{4}$	-0.6167	-1.19
$γ_{5}$	-0.2230	-0.45
$γ_{6}$	-0.3486	-0.67
$γ_{7}$	1.2844	2.35
$γ_{8}$	-0.5151	-1.00
$γ_{9}$	-0.6711	-1.02

V-Lab

Lion Selection Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:71.83% (+14.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lion Selection Group Limited Analyses