S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6091	3.79
$α$	0.0865	5.26
$β$	0.8047	20.33
$γ_{1}$	-0.8983	-3.83
$γ_{2}$	1.3248	3.94
$γ_{3}$	-0.6805	-3.01
$γ_{4}$	0.6777	3.38
$γ_{5}$	-0.9331	-3.04
$γ_{6}$	0.7364	1.65
$γ_{7}$	-0.2087	-0.47
$γ_{8}$	-0.2674	-0.84
$γ_{9}$	0.5609	2.02
$γ_{10}$	-0.4395	-1.07

V-Lab

NRW Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:50.11% (+17.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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