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
$ω$	1.1329	8.29
$α$	0.1086	5.59
$β$	0.5317	7.07
$γ_{1}$	-0.0364	-0.88
$γ_{2}$	0.1300	2.18
$γ_{3}$	-0.2156	-5.66
$γ_{4}$	0.2082	5.38
$γ_{5}$	-0.1278	-2.74
$γ_{6}$	0.1000	1.84
$γ_{7}$	-0.1000	-1.76
$γ_{8}$	0.0435	1.04

V-Lab

IRESS Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:32.40% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IRESS Ltd Analyses