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
$ω$	0.2825	3.80
$α$	0.1351	4.83
$β$	0.6696	9.76
$γ_{1}$	-0.0064	-0.03
$γ_{2}$	-0.0693	-0.18
$γ_{3}$	-0.1253	-0.52
$γ_{4}$	0.2774	1.67
$γ_{5}$	0.0815	0.67
$γ_{6}$	-0.4026	-3.51
$γ_{7}$	0.5249	4.66
$γ_{8}$	-0.5031	-3.86
$γ_{9}$	0.2712	1.94
$γ_{10}$	-0.0165	-0.16

V-Lab

Dyno Nobel Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.23% (-3.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dyno Nobel Ltd Analyses