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
$ω$	1.3003	6.68
$α$	0.1437	5.64
$β$	0.6062	8.51
$γ_{1}$	-0.0457	-0.80
$γ_{2}$	0.0149	0.16
$γ_{3}$	0.0425	0.57
$γ_{4}$	0.0430	0.77
$γ_{5}$	-0.1205	-2.82
$γ_{6}$	0.1432	3.17
$γ_{7}$	-0.1338	-2.30
$γ_{8}$	0.1692	1.73

V-Lab

Premier Investments Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:44.48% (-0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Premier Investments Ltd Analyses