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
$ω$	1.0034	4.86
$α$	0.1061	6.68
$β$	0.8307	44.33
$γ_{1}$	0.2743	2.29
$γ_{2}$	-0.4945	-2.73
$γ_{3}$	0.3934	3.78
$γ_{4}$	-0.2806	-3.45
$γ_{5}$	0.1519	1.99
$γ_{6}$	-0.0866	-0.88
$γ_{7}$	0.1873	1.25
$γ_{8}$	-0.2939	-1.58
$γ_{9}$	0.2172	1.30
$γ_{10}$	-0.0989	-0.86

V-Lab

AMP Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:156.44% (-7.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AMP Ltd Analyses