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
$ω$	0.6223	5.31
$α$	0.0785	6.09
$β$	0.8771	48.04
$γ_{1}$	-0.0278	-0.81
$γ_{2}$	-0.0365	-0.75
$γ_{3}$	0.1511	4.34
$γ_{4}$	-0.1356	-3.80
$γ_{5}$	0.1614	4.16

V-Lab

NAOS Small Cap Opportunities C Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:48.57% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NAOS Small Cap Opportunities C Analyses