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
$ω$	1.2391	8.32
$α$	0.0788	3.55
$β$	0.7892	14.19
$γ_{1}$	-0.1327	-1.24
$γ_{2}$	0.3906	2.40
$γ_{3}$	-0.5233	-3.95
$γ_{4}$	0.4904	3.35
$γ_{5}$	-0.3724	-2.58
$γ_{6}$	0.1330	0.82
$γ_{7}$	0.2178	0.70

V-Lab

Aurizon Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.49% (-1.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aurizon Holdings Ltd Analyses