S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.2596	4.82
$α$	0.1786	6.51
$β$	0.5560	9.13
$γ_{1}$	0.1302	0.96
$γ_{2}$	-0.1828	-1.00
$γ_{3}$	-0.0665	-0.59
$γ_{4}$	0.3863	3.07
$γ_{5}$	-0.2505	-1.69
$γ_{6}$	-0.3989	-2.38
$γ_{7}$	0.8078	5.35
$γ_{8}$	-0.7334	-5.73
$γ_{9}$	0.4379	2.77
$γ_{10}$	0.0309	0.14

V-Lab

Austin Engineering Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:62.33% (-0.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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