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
$ω$	1.9557	7.84
$α$	0.1209	6.05
$β$	0.5515	8.10
$γ_{1}$	-0.0051	-0.09
$γ_{2}$	-0.0002	-0.00
$γ_{3}$	0.1094	1.87
$γ_{4}$	-0.2188	-4.27
$γ_{5}$	0.2012	4.78
$γ_{6}$	-0.1649	-3.61
$γ_{7}$	0.2096	3.82
$γ_{8}$	-0.2762	-4.83
$γ_{9}$	0.2438	2.45

V-Lab

ARB Corp Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:32.49% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ARB Corp Ltd Analyses