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
$ω$	0.8079	7.28
$α$	0.0666	7.52
$β$	0.9017	74.39
$γ_{1}$	0.0156	0.75
$γ_{2}$	-0.0281	-0.90
$γ_{3}$	0.0400	1.92
$γ_{4}$	-0.0724	-3.72
$γ_{5}$	0.0987	4.69
$γ_{6}$	-0.1126	-4.02
$γ_{7}$	0.1234	2.33

V-Lab

Santos Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:37.57% (+6.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Santos Ltd Analyses