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
$ω$	1.6130	8.08
$α$	0.1176	6.68
$β$	0.7077	17.59
$γ_{1}$	-0.3492	-4.94
$γ_{2}$	0.5335	4.55
$γ_{3}$	-0.2668	-3.07
$γ_{4}$	0.1965	3.09
$γ_{5}$	-0.2129	-3.91
$γ_{6}$	0.1599	2.90
$γ_{7}$	-0.0272	-0.45
$γ_{8}$	-0.1256	-1.76
$γ_{9}$	0.2089	2.20

V-Lab

REA Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:33.55% (-2.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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