S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.4244	6.59
$α$	0.1417	3.74
$β$	0.0497	0.54
$γ_{1}$	0.8791	2.97
$γ_{2}$	-1.2489	-2.42
$γ_{3}$	0.3472	0.87
$γ_{4}$	0.1703	0.62
$γ_{5}$	0.0076	0.03
$γ_{6}$	-0.6323	-2.61
$γ_{7}$	0.7678	2.87
$γ_{8}$	-0.1888	-0.69
$γ_{9}$	-0.2168	-1.03

V-Lab

Treasury Wine Estates Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:35.11% (+3.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Treasury Wine Estates Ltd Analyses