S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7123	2.63
$α$	0.1108	5.91
$β$	0.8229	24.27
$γ_{1}$	0.3786	1.21
$γ_{2}$	-0.8038	-1.84
$γ_{3}$	0.5610	2.06
$γ_{4}$	-0.1726	-0.79
$γ_{5}$	0.2941	1.47
$γ_{6}$	-0.7746	-3.58
$γ_{7}$	1.0874	3.64
$γ_{8}$	-0.8820	-2.21
$γ_{9}$	0.1666	0.39
$γ_{10}$	1.0947	1.81

V-Lab

Australian Pacific Coal Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 30th, 2025:264.91% (-4.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Pacific Coal Ltd Analyses