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
$ω$	1.0716	2.98
$α$	0.1103	2.98
$β$	0.0000	0.00
$γ_{1}$	-6.8204	-2.35
$γ_{2}$	9.8065	2.45
$γ_{3}$	-8.9446	-3.09
$γ_{4}$	9.9443	1.98
$γ_{5}$	-2.4429	-0.27
$γ_{6}$	-2.9929	-0.27
$γ_{7}$	4.0347	0.37
$γ_{8}$	-13.0356	-1.36
$γ_{9}$	25.9188	2.74
$γ_{10}$	-22.3738	-2.92

V-Lab

Sietel Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:20.21% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sietel Ltd Analyses