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
$ω$	1.8815	3.88
$α$	0.1118	5.31
$β$	0.7817	18.20
$γ_{1}$	0.0317	0.17
$γ_{2}$	-0.0618	-0.24
$γ_{3}$	0.2978	1.83
$γ_{4}$	-0.6627	-4.38
$γ_{5}$	0.6992	4.77
$γ_{6}$	-0.3965	-3.51

V-Lab

MPR Australia Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:145.25% (-13.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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