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
$ω$	1.2230	4.79
$α$	0.1434	2.89
$β$	0.7573	10.24
$γ_{1}$	0.1789	1.10
$γ_{2}$	0.0474	0.17
$γ_{3}$	-1.1441	-3.67

V-Lab

Next Science Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 3rd, 2026:46.01% (-5.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Next Science Limited Analyses