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
$ω$	1.8768	3.90
$α$	0.1115	5.22
$β$	0.7801	17.46
$γ_{1}$	0.0273	0.15
$γ_{2}$	-0.0481	-0.19
$γ_{3}$	0.2678	1.65
$γ_{4}$	-0.5976	-3.89
$γ_{5}$	0.5501	3.51
$γ_{6}$	0.0053	0.03

V-Lab

MPR Australia Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:169.44% (-11.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MPR Australia Ltd Analyses