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
$ω$	0.7349	3.24
$α$	0.1556	4.71
$β$	0.6244	8.26
$γ_{1}$	1.2775	2.18
$γ_{2}$	-1.6968	-2.07
$γ_{3}$	-0.0553	-0.10
$γ_{4}$	0.4605	1.00
$γ_{5}$	0.7608	1.54
$γ_{6}$	-1.9448	-3.57
$γ_{7}$	2.2615	4.29
$γ_{8}$	-1.4167	-3.30
$γ_{9}$	0.2473	0.68
$γ_{10}$	0.2364	0.93

V-Lab

Talius Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 4th, 2026:64.96% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Talius Group Ltd Analyses