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
$ω$	0.8918	10.49
$α$	0.0566	4.27
$β$	0.8884	37.12
$γ_{1}$	0.0056	0.35
$γ_{2}$	-0.0413	-1.58
$γ_{3}$	0.0905	3.25

V-Lab

SGH Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:32.59% (-1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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