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
$ω$	0.9924	3.45
$α$	0.1152	9.21
$β$	0.8217	49.85
$γ_{1}$	-0.2860	-2.65
$γ_{2}$	0.2891	2.00
$γ_{3}$	0.0893	1.24
$γ_{4}$	-0.1834	-2.63
$γ_{5}$	0.2461	3.16
$γ_{6}$	-0.3299	-4.48
$γ_{7}$	0.3209	4.99
$γ_{8}$	-0.2516	-4.14
$γ_{9}$	0.1534	3.10

V-Lab

Fortescue Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:29.35% (-0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fortescue Ltd Analyses