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
$ω$	0.8728	4.50
$α$	0.1436	7.61
$β$	0.6897	17.23
$γ_{1}$	-0.2641	-2.81
$γ_{2}$	0.6845	4.88
$γ_{3}$	-0.8259	-7.25
$γ_{4}$	0.5503	5.56
$γ_{5}$	-0.1629	-1.80
$γ_{6}$	0.0177	0.18
$γ_{7}$	0.0887	0.91
$γ_{8}$	-0.1774	-2.22
$γ_{9}$	0.0940	0.86

V-Lab

Centuria Capital Group Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.08% (-2.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centuria Capital Group Analyses