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
$ω$	0.7136	8.02
$α$	0.0642	5.64
$β$	0.8901	59.31
$γ_{1}$	0.0060	0.35
$γ_{2}$	-0.0132	-0.46
$γ_{3}$	-0.0121	-0.44
$γ_{4}$	0.0638	1.21

V-Lab

BlueScope Steel Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:37.88% (+0.56%)

Date Range:

Parameter Estimates

News Impact Curve

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