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
$ω$	0.2829	3.83
$α$	0.1363	4.85
$β$	0.6653	9.66
$γ_{1}$	-0.0046	-0.02
$γ_{2}$	-0.0713	-0.19
$γ_{3}$	-0.1253	-0.52
$γ_{4}$	0.2774	1.68
$γ_{5}$	0.0819	0.68
$γ_{6}$	-0.4029	-3.53
$γ_{7}$	0.5247	4.67
$γ_{8}$	-0.5019	-3.86
$γ_{9}$	0.2682	1.93
$γ_{10}$	-0.0135	-0.13

V-Lab

Dyno Nobel Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:19.51% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dyno Nobel Ltd Analyses