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
$ω$	4.2674	5.28
$α$	0.0804	6.06
$β$	0.8306	27.95
$γ_{1}$	0.2080	2.74
$γ_{2}$	-0.0001	-0.00
$γ_{3}$	-0.3552	-3.78
$γ_{4}$	0.1677	2.00
$γ_{5}$	0.0752	0.88
$γ_{6}$	-0.2650	-2.83
$γ_{7}$	0.3672	3.76
$γ_{8}$	-0.3989	-4.23
$γ_{9}$	0.2962	4.90

V-Lab

Pacific Current Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.02% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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