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
$ω$	1.0601	2.89
$α$	0.2914	3.94
$β$	0.6040	8.63
$γ_{1}$	-2.8405	-1.10
$γ_{2}$	2.5897	0.66
$γ_{3}$	-0.0265	-0.01
$γ_{4}$	-0.0697	-0.03
$γ_{5}$	2.6950	1.06
$γ_{6}$	-6.0170	-2.14
$γ_{7}$	7.5636	2.65
$γ_{8}$	-7.2111	-2.55
$γ_{9}$	5.1116	2.35
$γ_{10}$	0.8465	0.27

V-Lab

TPC Consolidated Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:52.60% (-4.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TPC Consolidated Limited Analyses