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
$ω$	1.4849	7.52
$α$	0.0846	5.67
$β$	0.7045	11.70
$γ_{1}$	0.0274	1.03
$γ_{2}$	0.0041	0.11
$γ_{3}$	-0.1132	-4.21
$γ_{4}$	0.2084	8.98
$γ_{5}$	-0.2464	-9.24
$γ_{6}$	0.1879	6.58
$γ_{7}$	-0.0709	-2.74
$γ_{8}$	-0.0031	-0.10
$γ_{9}$	-0.0313	-0.55

V-Lab

AGL Energy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.06% (+1.75%)

Date Range:

Parameter Estimates

News Impact Curve

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