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
$ω$	0.6813	8.79
$α$	0.0598	4.70
$β$	0.8918	57.07
$γ_{1}$	0.0006	0.07
$γ_{2}$	-0.0123	-0.89
$γ_{3}$	0.0175	1.98

V-Lab

BlueScope Steel Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:32.20% (+0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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