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
$ω$	0.7240	7.24
$α$	0.1151	5.90
$β$	0.6378	11.27
$γ_{1}$	-0.0246	-0.48
$γ_{2}$	0.0736	0.99
$γ_{3}$	-0.1198	-2.69
$γ_{4}$	0.1678	4.63
$γ_{5}$	-0.1667	-5.30
$γ_{6}$	0.0604	2.24
$γ_{7}$	0.0533	1.63
$γ_{8}$	-0.0730	-2.27
$γ_{9}$	0.0137	0.39
$γ_{10}$	0.0344	1.18

V-Lab

Sims Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:39.81% (-6.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sims Ltd Analyses