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
$ω$	1.2070	5.61
$α$	0.1661	4.89
$β$	0.6043	9.14
$γ_{1}$	0.0961	1.09
$γ_{2}$	0.0377	0.26
$γ_{3}$	-0.4025	-3.63
$γ_{4}$	0.4706	5.38
$γ_{5}$	-0.3472	-3.43
$γ_{6}$	0.2852	2.47
$γ_{7}$	-0.2049	-1.69
$γ_{8}$	0.0304	0.27
$γ_{9}$	0.1189	0.98

V-Lab

Breville Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:31.91% (-3.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Breville Group Ltd Analyses