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
$ω$	1.6579	8.18
$α$	0.1190	6.77
$β$	0.7088	17.87
$γ_{1}$	-0.3297	-4.66
$γ_{2}$	0.5019	4.28
$γ_{3}$	-0.2449	-2.81
$γ_{4}$	0.1792	2.80
$γ_{5}$	-0.2012	-3.67
$γ_{6}$	0.1568	2.84
$γ_{7}$	-0.0394	-0.67
$γ_{8}$	-0.0825	-1.29
$γ_{9}$	0.0845	1.57

V-Lab

REA Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:30.15% (-2.62%)

Date Range:

Parameter Estimates

News Impact Curve

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