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
$ω$	1.0176	7.83
$α$	0.1253	5.29
$β$	0.7047	14.82
$γ_{1}$	-0.2349	-1.24
$γ_{2}$	0.4112	1.37
$γ_{3}$	-0.0638	-0.26
$γ_{4}$	-0.5555	-1.99
$γ_{5}$	0.7999	3.11
$γ_{6}$	-0.6644	-2.76
$γ_{7}$	0.5785	2.29
$γ_{8}$	-0.1457	-0.45
$γ_{9}$	-0.3013	-0.93

V-Lab

Marmota Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:125.59% (-5.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marmota Limited Analyses