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
$ω$	1.6736	6.66
$α$	0.1998	4.07
$β$	0.3954	3.38
$γ_{1}$	2.0388	2.07
$γ_{2}$	-4.3069	-2.39
$γ_{3}$	5.1177	3.09
$γ_{4}$	-4.8616	-2.98
$γ_{5}$	3.2214	2.31
$γ_{6}$	-2.9334	-2.66
$γ_{7}$	4.3314	3.39
$γ_{8}$	-4.9069	-2.36

V-Lab

archTIS Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:93.86% (-17.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other archTIS Limited Analyses