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
$ω$	0.7330	8.03
$α$	0.1129	7.38
$β$	0.7348	22.90
$γ_{1}$	0.0244	0.38
$γ_{2}$	-0.0442	-0.40
$γ_{3}$	-0.0356	-0.40
$γ_{4}$	0.1221	1.77
$γ_{5}$	-0.1545	-3.00
$γ_{6}$	0.1576	3.13
$γ_{7}$	-0.0607	-1.16
$γ_{8}$	-0.0467	-0.77
$γ_{9}$	0.0839	0.97
$γ_{10}$	-0.0739	-0.87

V-Lab

CSL Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:26.07% (-1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CSL Ltd Analyses