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
$ω$	0.2821	3.82
$α$	0.1372	4.86
$β$	0.6643	9.58
$γ_{1}$	-0.0091	-0.04
$γ_{2}$	-0.0631	-0.17
$γ_{3}$	-0.1324	-0.55
$γ_{4}$	0.2819	1.70
$γ_{5}$	0.0818	0.67
$γ_{6}$	-0.4031	-3.51
$γ_{7}$	0.5142	4.54
$γ_{8}$	-0.4614	-3.44
$γ_{9}$	0.1611	1.08
$γ_{10}$	0.2618	1.22

V-Lab

Dyno Nobel Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:23.75% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dyno Nobel Ltd Analyses