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
$ω$	0.9215	3.33
$α$	0.1246	5.99
$β$	0.7975	22.38
$γ_{1}$	-0.0035	-0.02
$γ_{2}$	-0.1660	-0.86
$γ_{3}$	0.3893	3.72
$γ_{4}$	-0.2566	-2.64
$γ_{5}$	-0.0717	-0.73
$γ_{6}$	0.2391	1.89

V-Lab

Australian Ethical Investment Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:52.62% (-1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Ethical Investment Ltd Analyses