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
$ω$	1.8297	5.05
$α$	0.1360	6.84
$β$	0.7535	22.26
$γ_{1}$	-0.4346	-4.53
$γ_{2}$	0.8744	6.41
$γ_{3}$	-0.8180	-8.38
$γ_{4}$	0.5082	4.63
$γ_{5}$	-0.0888	-0.73
$γ_{6}$	0.0440	0.38
$γ_{7}$	-0.1863	-1.87
$γ_{8}$	0.1385	2.09

V-Lab

Thorney Opportunities Ltd/Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.33% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thorney Opportunities Ltd/Fund Analyses