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
$ω$	0.8962	8.00
$α$	0.0984	8.69
$β$	0.8616	64.00
$γ_{1}$	0.0153	0.68
$γ_{2}$	-0.0565	-1.67
$γ_{3}$	0.1132	5.16
$γ_{4}$	-0.1445	-6.83
$γ_{5}$	0.1066	4.44
$γ_{6}$	-0.0300	-1.27
$γ_{7}$	-0.0383	-1.18

V-Lab

S&P/ASX 200 Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:13.57% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses