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
$ω$	1.6765	6.57
$α$	0.2081	4.00
$β$	0.3928	3.35
$γ_{1}$	2.0075	2.02
$γ_{2}$	-4.2448	-2.33
$γ_{3}$	5.0495	3.01
$γ_{4}$	-4.7745	-2.90
$γ_{5}$	3.0875	2.21
$γ_{6}$	-2.6736	-2.56
$γ_{7}$	3.7286	3.98
$γ_{8}$	-3.2600	-4.80

V-Lab

archTIS Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:108.72% (-16.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other archTIS Limited Analyses