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
$ω$	1.2287	5.39
$α$	0.2393	4.74
$β$	0.5249	7.26
$γ_{1}$	0.2555	0.82
$γ_{2}$	-0.5638	-1.16
$γ_{3}$	0.8131	1.94
$γ_{4}$	-1.3061	-2.70
$γ_{5}$	1.5607	3.39
$γ_{6}$	-1.0538	-2.80
$γ_{7}$	0.3263	1.29

V-Lab

Underwood Capital Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:42.62% (-1.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Underwood Capital Ltd Analyses