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
$ω$	3.0583	3.15
$α$	0.2655	4.18
$β$	0.5140	7.09
$γ_{1}$	2.2275	2.38
$γ_{2}$	-2.7236	-2.14
$γ_{3}$	1.4410	1.98
$γ_{4}$	-2.3025	-3.19
$γ_{5}$	3.5024	3.97
$γ_{6}$	-4.4330	-4.24
$γ_{7}$	3.7902	4.22
$γ_{8}$	-3.0173	-4.68
$γ_{9}$	2.9495	5.18
$γ_{10}$	-1.9288	-4.37

V-Lab

360 Capital Mortgage Reit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.01% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 360 Capital Mortgage Reit Analyses