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
$ω$	0.7966	5.08
$α$	0.1702	6.78
$β$	0.5494	10.10
$γ_{1}$	0.0904	1.49
$γ_{2}$	-0.1466	-1.73
$γ_{3}$	0.0009	0.01
$γ_{4}$	0.1400	1.94
$γ_{5}$	-0.1704	-2.21
$γ_{6}$	0.1395	1.79
$γ_{7}$	-0.0686	-0.92
$γ_{8}$	0.0469	0.84
$γ_{9}$	-0.0856	-1.70
$γ_{10}$	0.1714	2.85

V-Lab

Computershare Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:38.90% (-5.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computershare Ltd Analyses