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
$ω$	0.8042	6.86
$α$	0.0821	6.39
$β$	0.8595	41.78
$γ_{1}$	0.2783	2.78
$γ_{2}$	-0.4853	-3.17
$γ_{3}$	0.2063	1.97
$γ_{4}$	-0.0059	-0.06
$γ_{5}$	0.0637	0.50
$γ_{6}$	0.0621	0.48
$γ_{7}$	-0.3594	-2.98
$γ_{8}$	0.5208	3.97
$γ_{9}$	-0.4390	-3.62

V-Lab

NAOS Small Cap Opportunities C Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:39.22% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NAOS Small Cap Opportunities C Analyses