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
$ω$	1.4793	7.53
$α$	0.0836	5.82
$β$	0.7067	12.11
$γ_{1}$	0.0277	1.04
$γ_{2}$	0.0033	0.09
$γ_{3}$	-0.1118	-4.17
$γ_{4}$	0.2069	8.92
$γ_{5}$	-0.2449	-9.19
$γ_{6}$	0.1860	6.50
$γ_{7}$	-0.0664	-2.53
$γ_{8}$	-0.0151	-0.48
$γ_{9}$	0.0107	0.16

V-Lab

AGL Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.54% (-1.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGL Energy Ltd Analyses