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
$ω$	0.5335	4.17
$α$	0.1318	6.25
$β$	0.7594	17.62
$γ_{1}$	-0.7094	-1.35
$γ_{2}$	1.7504	2.20
$γ_{3}$	-3.2007	-5.82
$γ_{4}$	4.2789	8.34
$γ_{5}$	-3.5610	-6.20
$γ_{6}$	2.1239	3.45
$γ_{7}$	-1.0135	-1.33
$γ_{8}$	0.5564	0.76
$γ_{9}$	-0.1034	-0.18
$γ_{10}$	-0.3746	-0.48

V-Lab

Predictive Discovery Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:80.09% (+8.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Predictive Discovery Limited Analyses