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
$ω$	1.0132	3.50
$α$	0.1139	9.20
$β$	0.8251	50.85
$γ_{1}$	-0.2809	-2.61
$γ_{2}$	0.2828	1.95
$γ_{3}$	0.0917	1.26
$γ_{4}$	-0.1859	-2.62
$γ_{5}$	0.2487	3.14
$γ_{6}$	-0.3324	-4.44
$γ_{7}$	0.3237	4.97
$γ_{8}$	-0.2550	-4.15
$γ_{9}$	0.1567	3.12

V-Lab

Fortescue Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:31.89% (-1.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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