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
$ω$	0.8788	11.36
$α$	0.1490	4.32
$β$	0.4219	3.75
$γ_{1}$	0.1104	1.25
$γ_{2}$	-0.2903	-1.97
$γ_{3}$	0.4269	3.49
$γ_{4}$	-0.4409	-3.24
$γ_{5}$	0.3180	2.27
$γ_{6}$	-0.2035	-1.76
$γ_{7}$	0.1119	1.13
$γ_{8}$	-0.0317	-0.22

V-Lab

Acrux Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:77.03% (-7.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Acrux Ltd Analyses