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
$ω$	1.3552	4.52
$α$	0.1088	4.02
$β$	0.6532	8.45
$γ_{1}$	0.6309	2.22
$γ_{2}$	-1.0087	-2.58
$γ_{3}$	0.7358	3.65
$γ_{4}$	-0.6888	-3.47
$γ_{5}$	0.5422	2.47
$γ_{6}$	-0.2066	-0.91
$γ_{7}$	-0.2683	-1.02
$γ_{8}$	0.6705	2.42
$γ_{9}$	-0.6144	-2.72

V-Lab

ABx Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:83.41% (-2.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ABx Group Ltd Analyses