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
$ω$	1.4484	4.49
$α$	0.1018	5.51
$β$	0.8102	21.28
$γ_{1}$	1.1782	2.31
$γ_{2}$	-2.4977	-2.93
$γ_{3}$	2.3190	3.91
$γ_{4}$	-1.3805	-2.48
$γ_{5}$	0.5027	0.71
$γ_{6}$	-0.2406	-0.38
$γ_{7}$	0.3945	0.70
$γ_{8}$	-0.6997	-0.93
$γ_{9}$	1.5095	0.87

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Murray Cod Australia Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:158.96% (-13.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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