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
$ω$	0.7705	5.45
$α$	0.1193	6.59
$β$	0.8297	35.51
$γ_{1}$	-0.0608	-2.96
$γ_{2}$	0.1322	4.16
$γ_{3}$	-0.1058	-4.56
$γ_{4}$	0.0333	1.31

V-Lab

PPK Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:68.90% (-2.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PPK Group Limited Analyses