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
$ω$	1.2377	8.47
$α$	0.0804	3.46
$β$	0.7747	12.84
$γ_{1}$	-0.1403	-1.34
$γ_{2}$	0.4070	2.54
$γ_{3}$	-0.5419	-4.09
$γ_{4}$	0.5108	3.49
$γ_{5}$	-0.3979	-2.80
$γ_{6}$	0.1796	1.16
$γ_{7}$	0.0569	0.21

V-Lab

Aurizon Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:19.15% (-1.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aurizon Holdings Ltd Analyses