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
$ω$	1.1181	8.18
$α$	0.1110	5.81
$β$	0.5335	7.63
$γ_{1}$	-0.0462	-1.11
$γ_{2}$	0.1467	2.44
$γ_{3}$	-0.2274	-5.91
$γ_{4}$	0.2158	5.54
$γ_{5}$	-0.1291	-2.73
$γ_{6}$	0.0894	1.58
$γ_{7}$	-0.0649	-0.93
$γ_{8}$	-0.0551	-0.47

V-Lab

IRESS Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:30.44% (-3.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IRESS Ltd Analyses