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
$ω$	1.1942	6.60
$α$	0.1142	9.14
$β$	0.8189	45.40
$γ_{1}$	-0.0002	-0.00
$γ_{2}$	0.0023	0.04
$γ_{3}$	-0.0457	-1.17
$γ_{4}$	0.0691	1.75
$γ_{5}$	0.0188	0.48
$γ_{6}$	-0.1169	-3.22
$γ_{7}$	0.0881	2.27
$γ_{8}$	0.0445	1.17
$γ_{9}$	-0.1249	-3.37
$γ_{10}$	0.0918	3.30

V-Lab

Argo Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:13.13% (+3.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Argo Investments Ltd Analyses