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
$ω$	0.6363	3.06
$α$	0.0980	6.40
$β$	0.7968	23.71
$γ_{1}$	-0.1974	-0.67
$γ_{2}$	0.3435	0.83
$γ_{3}$	-0.3943	-2.01
$γ_{4}$	0.4238	2.38
$γ_{5}$	-0.0867	-0.37
$γ_{6}$	-0.3581	-1.71
$γ_{7}$	0.5356	4.26
$γ_{8}$	-0.5319	-4.51
$γ_{9}$	0.4409	3.48
$γ_{10}$	-0.2037	-2.01

V-Lab

Worley Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.65% (+8.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Worley Ltd Analyses