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
$ω$	0.7998	5.18
$α$	0.0433	3.42
$β$	0.9032	31.54
$γ_{1}$	-0.1224	-0.60
$γ_{2}$	0.0428	0.14
$γ_{3}$	0.3060	1.90
$γ_{4}$	-0.4464	-3.70
$γ_{5}$	0.3349	2.47
$γ_{6}$	-0.2596	-1.78
$γ_{7}$	0.4050	2.21
$γ_{8}$	-0.5831	-2.05

V-Lab

AusQuest Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:107.39% (-2.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AusQuest Limited Analyses