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
$ω$	1.6111	8.05
$α$	0.1175	6.67
$β$	0.7093	17.62
$γ_{1}$	-0.3502	-4.92
$γ_{2}$	0.5345	4.53
$γ_{3}$	-0.2662	-3.04
$γ_{4}$	0.1953	3.06
$γ_{5}$	-0.2106	-3.85
$γ_{6}$	0.1557	2.81
$γ_{7}$	-0.0211	-0.35
$γ_{8}$	-0.1315	-1.86
$γ_{9}$	0.2132	2.30

V-Lab

REA Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:61.41% (+13.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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