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
$ω$	1.0290	5.75
$α$	0.1198	5.04
$β$	0.4651	5.10
$γ_{1}$	-0.7738	-4.97
$γ_{2}$	1.2614	5.57
$γ_{3}$	-0.7197	-4.70
$γ_{4}$	0.4924	3.11
$γ_{5}$	-0.5318	-3.10
$γ_{6}$	0.5094	2.88
$γ_{7}$	-0.4233	-2.07
$γ_{8}$	0.1767	0.79
$γ_{9}$	0.2094	0.68
$γ_{10}$	-0.8175	-1.33

V-Lab

nib holdings Ltd/Australia Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.73% (+5.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other nib holdings Ltd/Australia Analyses