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
$ω$	0.6088	3.79
$α$	0.0863	5.24
$β$	0.8054	20.43
$γ_{1}$	-0.8985	-3.83
$γ_{2}$	1.3251	3.93
$γ_{3}$	-0.6806	-3.01
$γ_{4}$	0.6779	3.38
$γ_{5}$	-0.9334	-3.04
$γ_{6}$	0.7368	1.65
$γ_{7}$	-0.2090	-0.47
$γ_{8}$	-0.2669	-0.84
$γ_{9}$	0.5595	2.01
$γ_{10}$	-0.4345	-1.05

V-Lab

NRW Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.45% (+3.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NRW Holdings Ltd Analyses