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
$ω$	1.1602	6.13
$α$	0.1344	4.42
$β$	0.5753	6.07
$γ_{1}$	-0.4948	-0.62
$γ_{2}$	2.0477	1.63
$γ_{3}$	-2.4357	-2.44
$γ_{4}$	0.1743	0.17
$γ_{5}$	1.0605	0.87
$γ_{6}$	0.7044	0.57
$γ_{7}$	-1.5972	-1.38
$γ_{8}$	-0.4392	-0.38
$γ_{9}$	4.1914	3.68
$γ_{10}$	-6.7622	-3.94

V-Lab

AdAlta Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:184.33% (+1.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AdAlta Limited Analyses