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
$ω$	1.1262	8.22
$α$	0.1087	5.60
$β$	0.5382	7.26
$γ_{1}$	-0.0385	-0.92
$γ_{2}$	0.1330	2.21
$γ_{3}$	-0.2171	-5.66
$γ_{4}$	0.2090	5.38
$γ_{5}$	-0.1281	-2.73
$γ_{6}$	0.0997	1.83
$γ_{7}$	-0.0985	-1.73
$γ_{8}$	0.0415	0.99

V-Lab

IRESS Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:35.24% (-2.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IRESS Ltd Analyses