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
$ω$	0.6405	4.75
$α$	0.1354	4.62
$β$	0.6202	7.50
$γ_{1}$	-0.1114	-2.30
$γ_{2}$	0.0860	1.28
$γ_{3}$	0.1040	2.34
$γ_{4}$	-0.1437	-2.96
$γ_{5}$	0.1045	1.28

V-Lab

Nick Scali Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:39.46% (+0.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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