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
$ω$	0.5632	3.61
$α$	0.0830	5.80
$β$	0.8654	33.86
$γ_{1}$	-0.8121	-1.65
$γ_{2}$	1.1296	1.54
$γ_{3}$	-0.4487	-1.08
$γ_{4}$	0.3142	0.93
$γ_{5}$	-0.7869	-2.34
$γ_{6}$	1.3867	4.00
$γ_{7}$	-1.2838	-3.81
$γ_{8}$	0.9543	2.54
$γ_{9}$	-1.0605	-2.48
$γ_{10}$	1.6391	2.89

V-Lab

Alice Queen Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:340.37% (-16.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alice Queen Limited Analyses