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
$ω$	1.9735	7.85
$α$	0.1241	6.13
$β$	0.5492	8.21
$γ_{1}$	-0.0025	-0.05
$γ_{2}$	-0.0020	-0.02
$γ_{3}$	0.1047	1.78
$γ_{4}$	-0.2088	-4.04
$γ_{5}$	0.1883	4.42
$γ_{6}$	-0.1507	-3.28
$γ_{7}$	0.1911	3.55
$γ_{8}$	-0.2432	-4.87
$γ_{9}$	0.1668	4.75

V-Lab

ARB Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:26.83% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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