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
$ω$	0.7646	9.49
$α$	0.0540	4.26
$β$	0.8999	41.12
$γ_{1}$	-0.0251	-3.82
$γ_{2}$	0.0335	4.04

V-Lab

SGH Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.07% (-1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SGH Ltd Analyses