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
$ω$	12.3085	3.67
$α$	0.3988	52.13
$β$	0.6008	77.84
$γ_{1}$	-0.1411	-0.12
$γ_{2}$	-0.3994	-0.27
$γ_{3}$	0.5647	0.76
$γ_{4}$	0.6694	0.77
$γ_{5}$	-2.2362	-1.20
$γ_{6}$	4.9458	1.14
$γ_{7}$	-36.4948	-5.70
$γ_{8}$	112.0736	20.12
$γ_{9}$	-198.9759	-19.12

V-Lab

Aureka Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:47.95% (+19.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aureka Ltd Analyses