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
$ω$	1.4947	5.24
$α$	0.1542	7.33
$β$	0.6899	18.24
$γ_{1}$	-0.0896	-1.07
$γ_{2}$	0.0230	0.19
$γ_{3}$	0.2233	2.48
$γ_{4}$	-0.3131	-3.67
$γ_{5}$	0.3510	4.10
$γ_{6}$	-0.3922	-4.16
$γ_{7}$	0.3570	3.18
$γ_{8}$	-0.2831	-1.48
$γ_{9}$	0.2086	0.91
$γ_{10}$	-0.2006	-0.94

V-Lab

Ariadne Australia Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:61.23% (-5.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ariadne Australia Ltd Analyses