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
$ω$	0.6718	5.70
$α$	0.1210	4.24
$β$	0.7793	16.49
$γ_{1}$	-1.4408	-4.67
$γ_{2}$	2.1464	4.52
$γ_{3}$	-1.0861	-2.94
$γ_{4}$	0.8296	1.74

V-Lab

Microequities Asset Management Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:46.66% (-2.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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