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
$ω$	0.8036	5.12
$α$	0.0422	3.23
$β$	0.9083	30.59
$γ_{1}$	-0.1225	-0.59
$γ_{2}$	0.0448	0.15
$γ_{3}$	0.2988	1.82
$γ_{4}$	-0.4308	-3.52
$γ_{5}$	0.3053	2.27
$γ_{6}$	-0.2009	-1.49
$γ_{7}$	0.2775	2.20
$γ_{8}$	-0.2591	-2.34

V-Lab

AusQuest Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:127.95% (-1.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AusQuest Limited Analyses