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
$ω$	4.3733	5.40
$α$	0.0803	6.34
$β$	0.8334	28.74
$γ_{1}$	0.2344	4.12
$γ_{2}$	-0.0875	-1.04
$γ_{3}$	-0.3240	-5.15
$γ_{4}$	0.3308	5.38
$γ_{5}$	-0.2674	-4.36
$γ_{6}$	0.1862	2.63
$γ_{7}$	-0.0993	-0.94
$γ_{8}$	-0.1727	-0.68

V-Lab

Pacific Current Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.11% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pacific Current Group Ltd Analyses