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
$ω$	3.0211	3.26
$α$	0.2524	4.71
$β$	0.5350	8.47
$γ_{1}$	2.2527	2.46
$γ_{2}$	-2.7850	-2.22
$γ_{3}$	1.5219	2.09
$γ_{4}$	-2.4013	-3.31
$γ_{5}$	3.6170	4.09
$γ_{6}$	-4.5692	-4.36
$γ_{7}$	3.9879	4.41
$γ_{8}$	-3.3881	-4.56
$γ_{9}$	3.7683	2.80
$γ_{10}$	-4.1191	-1.16

V-Lab

360 Capital Mortgage Reit Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:10.38% (-0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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