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
$ω$	0.9228	6.45
$α$	0.1147	4.95
$β$	0.7626	13.72
$γ_{1}$	0.5360	4.22
$γ_{2}$	-1.0481	-5.45
$γ_{3}$	0.7614	7.25
$γ_{4}$	-0.2008	-2.25
$γ_{5}$	-0.1057	-1.14
$γ_{6}$	-0.0454	-0.45
$γ_{7}$	0.3681	2.98
$γ_{8}$	-0.5466	-4.16
$γ_{9}$	0.4087	4.00
$γ_{10}$	-0.1450	-2.25

V-Lab

TZ Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 5th, 2026:115.94% (-6.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TZ Limited Analyses