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
$ω$	0.6800	5.77
$α$	0.1196	4.19
$β$	0.7821	16.66
$γ_{1}$	-1.3951	-4.57
$γ_{2}$	2.0433	4.42
$γ_{3}$	-0.9052	-2.81
$γ_{4}$	0.3694	1.57

V-Lab

Microequities Asset Management Group Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.69% (-2.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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