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
$ω$	1.1361	4.76
$α$	0.1248	4.48
$β$	0.8316	22.51
$γ_{1}$	-0.0176	-0.76
$γ_{2}$	0.0864	1.98

V-Lab

Peppermint Innovation Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:260.01% (-5.50%)

Date Range:

Parameter Estimates

News Impact Curve

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