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
$ω$	0.8756	4.49
$α$	0.1436	7.59
$β$	0.6888	17.11
$γ_{1}$	-0.2525	-2.68
$γ_{2}$	0.6629	4.72
$γ_{3}$	-0.8070	-7.07
$γ_{4}$	0.5339	5.38
$γ_{5}$	-0.1497	-1.65
$γ_{6}$	0.0073	0.07
$γ_{7}$	0.0981	1.01
$γ_{8}$	-0.1915	-2.48
$γ_{9}$	0.1268	2.45

V-Lab

Centuria Capital Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.78% (-2.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centuria Capital Group Analyses