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
$ω$	3.4386	3.48
$α$	0.1499	6.80
$β$	0.7785	25.90
$γ_{1}$	0.6591	4.70
$γ_{2}$	-1.0587	-4.53
$γ_{3}$	0.8713	3.95
$γ_{4}$	-0.6300	-3.03
$γ_{5}$	0.1698	0.63
$γ_{6}$	-0.0592	-0.22
$γ_{7}$	-0.0103	-0.05
$γ_{8}$	0.1181	0.64
$γ_{9}$	-0.1337	-0.68
$γ_{10}$	0.1487	0.99

V-Lab

Tian An Australia Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 4th, 2026:62.96% (+0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tian An Australia Ltd Analyses