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
$ω$	0.9498	2.61
$α$	0.0279	0.57
$β$	0.0000	0.00
$γ_{1}$	-11.3581	-0.15
$γ_{2}$	35.0588	0.31
$γ_{3}$	-38.1735	-0.48
$γ_{4}$	-12.8007	-0.19
$γ_{5}$	139.0309	1.46
$γ_{6}$	-301.2513	-1.93
$γ_{7}$	378.4414	2.35
$γ_{8}$	-323.9674	-2.85
$γ_{9}$	271.8506	2.44

V-Lab

Cuscal Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:62.73% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cuscal Limited Analyses