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
$ω$	0.9183	2.43
$α$	0.0515	0.92
$β$	0.0000	0.00
$γ_{1}$	-18.4423	-0.23
$γ_{2}$	43.0368	0.36
$γ_{3}$	-38.5696	-0.48
$γ_{4}$	-11.1637	-0.16
$γ_{5}$	132.7622	1.36
$γ_{6}$	-290.3909	-1.81
$γ_{7}$	354.8357	2.18
$γ_{8}$	-263.2556	-2.55
$γ_{9}$	112.1764	2.12

V-Lab

Cuscal Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:17.42% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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