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
$ω$	1.2599	8.25
$α$	0.0816	8.02
$β$	0.8670	50.52
$γ_{1}$	0.0521	6.46
$γ_{2}$	-0.0779	-6.32
$γ_{3}$	0.0333	3.25
$γ_{4}$	-0.0232	-1.22

V-Lab

Orcoda Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:95.31% (-3.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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