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
$ω$	0.9701	6.82
$α$	0.1245	5.06
$β$	0.7355	12.72
$γ_{1}$	0.5892	4.78
$γ_{2}$	-1.1318	-6.09
$γ_{3}$	0.8069	8.10
$γ_{4}$	-0.2229	-2.55
$γ_{5}$	-0.0916	-1.00
$γ_{6}$	-0.0621	-0.63
$γ_{7}$	0.3953	3.29
$γ_{8}$	-0.6007	-4.67
$γ_{9}$	0.5245	4.30
$γ_{10}$	-0.4320	-1.97

V-Lab

TZ Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 5th, 2026:103.37% (-7.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TZ Limited Analyses