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
$ω$	1.1392	6.47
$α$	0.1735	7.14
$β$	0.6221	12.68
$γ_{1}$	-0.2169	-2.57
$γ_{2}$	0.3597	2.72
$γ_{3}$	-0.0964	-1.02
$γ_{4}$	-0.2330	-2.50
$γ_{5}$	0.2884	3.07
$γ_{6}$	-0.1104	-1.27
$γ_{7}$	0.0630	0.72
$γ_{8}$	-0.1021	-0.97
$γ_{9}$	0.0716	0.63
$γ_{10}$	-0.1257	-0.65

V-Lab

WAM Capital Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:18.75% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WAM Capital Ltd Analyses