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
$ω$	0.6832	2.74
$α$	0.1010	8.18
$β$	0.8772	68.16
$γ_{1}$	-0.3357	-5.51
$γ_{2}$	0.4743	5.75
$γ_{3}$	-0.1765	-3.84
$γ_{4}$	0.0805	1.61
$γ_{5}$	-0.0340	-0.51
$γ_{6}$	-0.0313	-0.38

V-Lab

Cromwell Property Group Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:33.58% (+0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cromwell Property Group Analyses