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
$ω$	0.6718	6.72
$α$	0.1148	5.85
$β$	0.6336	11.06
$γ_{1}$	-0.0594	-1.17
$γ_{2}$	0.1306	1.77
$γ_{3}$	-0.1605	-3.59
$γ_{4}$	0.2008	5.50
$γ_{5}$	-0.1899	-6.04
$γ_{6}$	0.0725	2.71
$γ_{7}$	0.0505	1.56
$γ_{8}$	-0.0749	-2.25
$γ_{9}$	0.0164	0.37
$γ_{10}$	0.0298	0.40

V-Lab

Sims Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:28.90% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sims Ltd Analyses