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
$ω$	0.8960	7.98
$α$	0.0986	8.70
$β$	0.8615	64.06
$γ_{1}$	0.0153	0.68
$γ_{2}$	-0.0567	-1.67
$γ_{3}$	0.1136	5.16
$γ_{4}$	-0.1449	-6.82
$γ_{5}$	0.1067	4.43
$γ_{6}$	-0.0300	-1.27
$γ_{7}$	-0.0371	-1.15

V-Lab

S&P/ASX 200 Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:15.37% (-1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses