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
$ω$	1.1124	5.80
$α$	0.0930	4.43
$β$	0.7379	12.17
$γ_{1}$	0.5231	1.65
$γ_{2}$	-1.2968	-2.44
$γ_{3}$	1.2342	2.95
$γ_{4}$	-0.4467	-0.90
$γ_{5}$	-0.3231	-0.56
$γ_{6}$	0.8883	1.78
$γ_{7}$	-1.0976	-2.13
$γ_{8}$	0.7199	1.64

V-Lab

Pointerra Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:75.08% (-2.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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