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
$ω$	1.1888	4.37
$α$	0.1519	7.70
$β$	0.7524	23.62
$γ_{1}$	0.1154	0.86
$γ_{2}$	-0.3783	-1.61
$γ_{3}$	0.5653	2.37
$γ_{4}$	-0.5774	-3.08
$γ_{5}$	0.5080	3.65
$γ_{6}$	-0.4262	-3.79
$γ_{7}$	0.3481	3.20
$γ_{8}$	-0.2106	-2.14
$γ_{9}$	0.0335	0.32
$γ_{10}$	0.0480	0.56

V-Lab

AMCIL Ltd/fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.00% (+6.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AMCIL Ltd/fund Analyses