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
$ω$	1.7907	8.42
$α$	0.0792	5.23
$β$	0.6994	11.19
$γ_{1}$	-0.1597	-2.43
$γ_{2}$	0.3121	2.72
$γ_{3}$	-0.1530	-1.38
$γ_{4}$	-0.0746	-0.74
$γ_{5}$	0.1211	1.80
$γ_{6}$	-0.0950	-1.49
$γ_{7}$	0.1490	2.31
$γ_{8}$	-0.1730	-2.96
$γ_{9}$	-0.0276	-0.21

V-Lab

Downer EDI Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:18.01% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Downer EDI Ltd Analyses