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
$ω$	0.8645	11.28
$α$	0.1483	4.33
$β$	0.4251	3.81
$γ_{1}$	0.0993	1.13
$γ_{2}$	-0.2731	-1.85
$γ_{3}$	0.4162	3.39
$γ_{4}$	-0.4329	-3.17
$γ_{5}$	0.3126	2.23
$γ_{6}$	-0.2020	-1.79
$γ_{7}$	0.1176	1.44
$γ_{8}$	-0.0551	-1.05

V-Lab

Acrux Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:69.42% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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