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
$ω$	1.3426	4.91
$α$	0.0944	5.72
$β$	0.7880	17.76
$γ_{1}$	-0.4464	-1.23
$γ_{2}$	0.7482	1.28
$γ_{3}$	-0.2406	-0.54
$γ_{4}$	-0.2223	-0.55
$γ_{5}$	-0.3462	-0.94
$γ_{6}$	1.3499	3.89
$γ_{7}$	-1.3474	-4.30
$γ_{8}$	0.6201	2.15
$γ_{9}$	-0.0007	-0.00
$γ_{10}$	-0.1448	-0.79

V-Lab

NGE Capital Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.18% (-1.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NGE Capital Limited Analyses