S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5628	7.14
$α$	0.1394	11.01
$β$	0.7861	42.40
$γ_{1}$	0.0425	1.41
$γ_{2}$	-0.0506	-1.07
$γ_{3}$	-0.0537	-1.50
$γ_{4}$	0.1511	4.33
$γ_{5}$	-0.1344	-3.91
$γ_{6}$	0.0307	0.94
$γ_{7}$	0.0622	1.78
$γ_{8}$	-0.0781	-2.01
$γ_{9}$	0.0396	1.30

V-Lab

Australian Foundation Investment Co Ltd/Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.46% (-1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Foundation Investment Co Ltd/Fund Analyses