S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6191	7.32
$α$	0.1399	11.13
$β$	0.7860	42.50
$γ_{1}$	0.0495	1.64
$γ_{2}$	-0.0580	-1.23
$γ_{3}$	-0.0564	-1.57
$γ_{4}$	0.1591	4.52
$γ_{5}$	-0.1426	-4.11
$γ_{6}$	0.0331	1.00
$γ_{7}$	0.0706	1.91
$γ_{8}$	-0.1045	-2.30
$γ_{9}$	0.1078	1.57

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:15.47% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Foundation Investment Co Ltd/Fund Analyses