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
$ω$	1.0105	7.82
$α$	0.1225	5.40
$β$	0.7097	15.47
$γ_{1}$	-0.2461	-1.30
$γ_{2}$	0.4266	1.42
$γ_{3}$	-0.0640	-0.26
$γ_{4}$	-0.5771	-2.08
$γ_{5}$	0.8604	3.40
$γ_{6}$	-0.8034	-3.49
$γ_{7}$	0.8995	4.10
$γ_{8}$	-0.8912	-4.28
$γ_{9}$	1.4065	2.80

V-Lab

Marmota Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:187.19% (-6.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marmota Limited Analyses