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
$ω$	4.0609	4.59
$α$	0.1881	6.49
$β$	0.5753	11.41
$γ_{1}$	0.5858	4.41
$γ_{2}$	-0.6849	-3.40
$γ_{3}$	0.1782	1.38
$γ_{4}$	-0.2628	-3.04
$γ_{5}$	0.3117	3.80
$γ_{6}$	-0.1272	-1.55
$γ_{7}$	0.0743	0.89
$γ_{8}$	-0.1164	-1.39
$γ_{9}$	-0.1586	-1.37

V-Lab

Noumi Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:67.09% (-13.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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