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
$ω$	1.3239	6.35
$α$	0.0639	6.55
$β$	0.9063	57.41
$γ_{1}$	-0.1670	-4.79
$γ_{2}$	0.2762	5.34
$γ_{3}$	-0.1308	-3.52
$γ_{4}$	0.0196	0.54
$γ_{5}$	0.0059	0.23

V-Lab

Sandfire Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:39.45% (-1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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