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
$ω$	0.7678	4.82
$α$	0.1715	6.99
$β$	0.5641	10.85
$γ_{1}$	0.0739	1.17
$γ_{2}$	-0.1265	-1.45
$γ_{3}$	0.0010	0.01
$γ_{4}$	0.1279	1.74
$γ_{5}$	-0.1511	-1.95
$γ_{6}$	0.1172	1.50
$γ_{7}$	-0.0435	-0.59
$γ_{8}$	0.0112	0.20
$γ_{9}$	-0.0178	-0.36
$γ_{10}$	0.0075	0.17

V-Lab

Computershare Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:34.68% (-6.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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