S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.4312	6.63
$α$	0.1338	3.69
$β$	0.0742	0.75
$γ_{1}$	0.8939	3.04
$γ_{2}$	-1.2732	-2.48
$γ_{3}$	0.3663	0.92
$γ_{4}$	0.1493	0.55
$γ_{5}$	0.0389	0.17
$γ_{6}$	-0.6945	-2.83
$γ_{7}$	0.9015	3.24
$γ_{8}$	-0.4950	-1.71
$γ_{9}$	0.5644	1.55

V-Lab

Treasury Wine Estates Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:47.66% (+2.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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