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
$ω$	0.9163	2.40
$α$	0.0593	1.05
$β$	0.0000	0.00
$γ_{1}$	-19.2282	-0.23
$γ_{2}$	43.1484	0.36
$γ_{3}$	-36.8677	-0.46
$γ_{4}$	-12.5102	-0.18
$γ_{5}$	132.9222	1.35
$γ_{6}$	-290.3180	-1.80
$γ_{7}$	355.0047	2.18
$γ_{8}$	-263.7177	-2.61
$γ_{9}$	110.2861	2.34

V-Lab

Cuscal Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:28.02% (+0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cuscal Limited Analyses