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
$ω$	1.4628	7.40
$α$	0.0834	5.80
$β$	0.7098	12.07
$γ_{1}$	0.0268	1.00
$γ_{2}$	0.0015	0.04
$γ_{3}$	-0.1040	-3.83
$γ_{4}$	0.1956	8.30
$γ_{5}$	-0.2333	-8.62
$γ_{6}$	0.1764	6.09
$γ_{7}$	-0.0597	-2.31
$γ_{8}$	-0.0194	-0.69
$γ_{9}$	0.0146	0.63

V-Lab

AGL Energy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.79% (-1.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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