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
$ω$	1.2403	8.48
$α$	0.0808	3.49
$β$	0.7741	12.84
$γ_{1}$	-0.1370	-1.31
$γ_{2}$	0.4009	2.52
$γ_{3}$	-0.5369	-4.09
$γ_{4}$	0.5077	3.50
$γ_{5}$	-0.3978	-2.81
$γ_{6}$	0.1820	1.18
$γ_{7}$	0.0566	0.21

V-Lab

Aurizon Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:29.12% (-1.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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