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
$ω$	0.6232	3.03
$α$	0.0982	6.43
$β$	0.7963	23.72
$γ_{1}$	-0.2216	-0.76
$γ_{2}$	0.3852	0.95
$γ_{3}$	-0.4282	-2.20
$γ_{4}$	0.4538	2.56
$γ_{5}$	-0.1090	-0.46
$γ_{6}$	-0.3460	-1.64
$γ_{7}$	0.5295	4.15
$γ_{8}$	-0.5201	-4.26
$γ_{9}$	0.4040	2.74
$γ_{10}$	-0.0891	-0.42

V-Lab

Worley Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:30.57% (-1.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Worley Ltd Analyses