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
$ω$	0.7343	3.85
$α$	0.1483	3.76
$β$	0.3982	2.98
$γ_{1}$	-0.3221	-0.44
$γ_{2}$	0.8610	0.77
$γ_{3}$	-0.9381	-1.22
$γ_{4}$	0.4251	0.63
$γ_{5}$	0.3754	0.68
$γ_{6}$	-0.8161	-1.57
$γ_{7}$	0.9442	1.75
$γ_{8}$	-1.3838	-2.55
$γ_{9}$	1.2676	3.14

V-Lab

Appen Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:107.61% (+13.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Appen Limited Analyses