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
$ω$	2.7259	7.10
$α$	0.1616	5.73
$β$	0.4801	6.86
$γ_{1}$	-0.1956	-2.17
$γ_{2}$	0.5118	3.78
$γ_{3}$	-0.4983	-5.34
$γ_{4}$	0.1741	1.75
$γ_{5}$	0.1309	1.22
$γ_{6}$	-0.1924	-2.11
$γ_{7}$	0.1568	2.25
$γ_{8}$	-0.1984	-2.74
$γ_{9}$	0.3034	3.11
$γ_{10}$	-0.6137	-3.77

V-Lab

Omni Bridgeway Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.60% (-1.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Omni Bridgeway Ltd Analyses