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
$ω$	1.8528	8.79
$α$	0.0814	5.14
$β$	0.6674	9.65
$γ_{1}$	-0.1402	-2.17
$γ_{2}$	0.2821	2.50
$γ_{3}$	-0.1366	-1.25
$γ_{4}$	-0.0832	-0.85
$γ_{5}$	0.1269	1.92
$γ_{6}$	-0.1079	-1.71
$γ_{7}$	0.1859	2.64
$γ_{8}$	-0.2617	-3.87
$γ_{9}$	0.1929	3.94

V-Lab

Downer EDI Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:24.64% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Downer EDI Ltd Analyses