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
$ω$	1.5079	7.67
$α$	0.1653	6.46
$β$	0.6440	11.43
$γ_{1}$	-0.3980	-2.44
$γ_{2}$	0.9632	3.48
$γ_{3}$	-1.0751	-4.55
$γ_{4}$	0.9031	4.51
$γ_{5}$	-0.6164	-3.48
$γ_{6}$	0.4399	2.61
$γ_{7}$	-0.4924	-2.78
$γ_{8}$	0.6241	2.05

V-Lab

WAM Active Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:30.18% (-2.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WAM Active Ltd Analyses