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
$ω$	0.7244	3.91
$α$	0.1562	3.92
$β$	0.3259	2.77
$γ_{1}$	-0.3513	-0.50
$γ_{2}$	0.8975	0.82
$γ_{3}$	-0.9423	-1.26
$γ_{4}$	0.4228	0.64
$γ_{5}$	0.3672	0.68
$γ_{6}$	-0.8131	-1.60
$γ_{7}$	0.9858	1.78
$γ_{8}$	-1.5152	-2.12
$γ_{9}$	1.6663	1.15

V-Lab

Appen Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:114.28% (+13.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Appen Limited Analyses