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
$ω$	8.2721	3.17
$α$	0.4523	57.96
$β$	0.5462	69.15
$γ_{1}$	0.1428	0.14
$γ_{2}$	-0.6116	-0.43
$γ_{3}$	0.8235	0.82
$γ_{4}$	-0.6452	-0.44
$γ_{5}$	2.4039	0.71
$γ_{6}$	-28.8493	-5.44
$γ_{7}$	78.1228	13.46
$γ_{8}$	-82.3083	-11.82
$γ_{9}$	36.5637	5.98
$γ_{10}$	-8.1613	-1.85

V-Lab

Mindax Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 4th, 2026:85.73% (-1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mindax Limited Analyses