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
$ω$	0.6697	6.69
$α$	0.1161	5.90
$β$	0.6313	11.06
$γ_{1}$	-0.0594	-1.17
$γ_{2}$	0.1301	1.76
$γ_{3}$	-0.1600	-3.59
$γ_{4}$	0.2013	5.50
$γ_{5}$	-0.1923	-6.06
$γ_{6}$	0.0764	2.83
$γ_{7}$	0.0465	1.43
$γ_{8}$	-0.0714	-2.16
$γ_{9}$	0.0116	0.27
$γ_{10}$	0.0454	0.62

V-Lab

Sims Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:36.20% (-4.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sims Ltd Analyses