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
$ω$	3.5889	3.55
$α$	0.1519	6.86
$β$	0.7776	26.02
$γ_{1}$	0.7017	5.10
$γ_{2}$	-1.1274	-4.87
$γ_{3}$	0.9194	4.16
$γ_{4}$	-0.6723	-3.21
$γ_{5}$	0.2086	0.76
$γ_{6}$	-0.0920	-0.34
$γ_{7}$	0.0174	0.09
$γ_{8}$	0.0809	0.43
$γ_{9}$	-0.0589	-0.24
$γ_{10}$	-0.0608	-0.11

V-Lab

Tian An Australia Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 4th, 2026:60.58% (+1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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