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
$ω$	1.8268	5.08
$α$	0.1370	6.93
$β$	0.7506	21.84
$γ_{1}$	-0.4395	-4.59
$γ_{2}$	0.8834	6.50
$γ_{3}$	-0.8246	-8.49
$γ_{4}$	0.5086	4.65
$γ_{5}$	-0.0733	-0.60
$γ_{6}$	-0.0054	-0.05
$γ_{7}$	-0.0681	-0.62
$γ_{8}$	-0.1708	-1.04

V-Lab

Thorney Opportunities Ltd/Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.54% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thorney Opportunities Ltd/Fund Analyses