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
$ω$	0.7961	3.40
$α$	0.1400	5.33
$β$	0.7343	11.68
$γ_{1}$	-0.4102	-1.23
$γ_{2}$	1.1349	2.33
$γ_{3}$	-1.6409	-5.51
$γ_{4}$	1.3443	5.47
$γ_{5}$	-0.3535	-1.42
$γ_{6}$	-0.1428	-0.50
$γ_{7}$	0.3871	0.95

V-Lab

Memphasys Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:270.09% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Memphasys Limited Analyses