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
$ω$	0.6407	4.74
$α$	0.1360	4.69
$β$	0.6201	7.57
$γ_{1}$	-0.1119	-2.32
$γ_{2}$	0.0879	1.31
$γ_{3}$	0.0995	2.35
$γ_{4}$	-0.1333	-3.38
$γ_{5}$	0.0783	2.75

V-Lab

Nick Scali Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.24% (+0.97%)

Date Range:

Parameter Estimates

News Impact Curve

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