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
$ω$	6.4127	4.09
$α$	0.3921	53.07
$β$	0.6056	85.32
$γ_{1}$	1.3633	0.89
$γ_{2}$	-2.7762	-1.40
$γ_{3}$	2.1559	1.44
$γ_{4}$	-10.6475	-4.88
$γ_{5}$	31.9849	16.35
$γ_{6}$	-37.5465	-14.83
$γ_{7}$	18.7582	6.21
$γ_{8}$	-3.4503	-1.84

V-Lab

QUESTE FPO Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:155.68% (-42.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other QUESTE FPO Analyses