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
$ω$	0.9626	5.69
$α$	0.1015	5.88
$β$	0.8247	40.09
$γ_{1}$	0.2049	2.53
$γ_{2}$	-0.3904	-3.06
$γ_{3}$	0.3664	4.42
$γ_{4}$	-0.3338	-4.98
$γ_{5}$	0.2332	3.00
$γ_{6}$	-0.0691	-0.70
$γ_{7}$	0.0134	0.12
$γ_{8}$	-0.1370	-1.16
$γ_{9}$	0.3335	1.43

V-Lab

AMP Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:158.05% (-7.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AMP Ltd Analyses