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
$ω$	1.6320	5.86
$α$	0.0680	6.52
$β$	0.8571	37.34
$γ_{1}$	0.1119	4.63
$γ_{2}$	-0.1711	-4.97
$γ_{3}$	0.1043	5.25
$γ_{4}$	-0.0871	-4.45
$γ_{5}$	0.0767	3.46
$γ_{6}$	-0.0580	-2.59
$γ_{7}$	0.0327	1.84

V-Lab

Harvey Norman Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:25.00% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Harvey Norman Holdings Ltd Analyses