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
$ω$	1.9028	6.50
$α$	0.1284	5.00
$β$	0.4732	5.39
$γ_{1}$	0.5285	5.41
$γ_{2}$	-0.8831	-5.61
$γ_{3}$	0.6491	5.60
$γ_{4}$	-0.4733	-5.08
$γ_{5}$	0.2088	2.14
$γ_{6}$	0.0038	0.04
$γ_{7}$	-0.0417	-0.50
$γ_{8}$	0.0071	0.13

V-Lab

Lycopodium Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:32.42% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lycopodium Ltd Analyses