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
$ω$	0.9851	2.60
$α$	0.1069	4.92
$β$	0.8466	28.99
$γ_{1}$	-0.0288	-0.05
$γ_{2}$	-0.3736	-0.42
$γ_{3}$	1.2180	2.15
$γ_{4}$	-2.0007	-3.06
$γ_{5}$	2.2031	3.33
$γ_{6}$	-1.3484	-2.08
$γ_{7}$	0.1988	0.20

V-Lab

Underwood Capital Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:39.72% (-1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Underwood Capital Ltd Analyses