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
$ω$	0.9228	3.33
$α$	0.1249	6.00
$β$	0.7973	22.43
$γ_{1}$	-0.0021	-0.01
$γ_{2}$	-0.1697	-0.88
$γ_{3}$	0.3977	3.81
$γ_{4}$	-0.2774	-2.93
$γ_{5}$	-0.0211	-0.24
$γ_{6}$	0.1081	1.57

V-Lab

Australian Ethical Investment Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:49.04% (-1.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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