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
$ω$	1.2022	5.58
$α$	0.1667	4.90
$β$	0.6032	9.12
$γ_{1}$	0.0998	1.13
$γ_{2}$	0.0281	0.19
$γ_{3}$	-0.3899	-3.52
$γ_{4}$	0.4574	5.22
$γ_{5}$	-0.3363	-3.30
$γ_{6}$	0.2799	2.43
$γ_{7}$	-0.2101	-1.77
$γ_{8}$	0.0562	0.56
$γ_{9}$	0.0406	0.74

V-Lab

Breville Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.81% (-3.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Breville Group Ltd Analyses