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
$ω$	0.5401	4.59
$α$	0.1692	5.09
$β$	0.6656	9.72
$γ_{1}$	0.2112	0.77
$γ_{2}$	-0.7635	-1.78
$γ_{3}$	0.9209	3.20
$γ_{4}$	-0.6291	-3.01
$γ_{5}$	0.3847	2.27
$γ_{6}$	0.0921	0.56
$γ_{7}$	-0.4931	-2.09
$γ_{8}$	0.3123	1.13
$γ_{9}$	0.0454	0.19
$γ_{10}$	-0.1578	-0.57

V-Lab

Navigator Global Investments Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.11% (+6.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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