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
$ω$	0.8342	6.62
$α$	0.1562	5.33
$β$	0.5759	8.53
$γ_{1}$	0.0604	0.66
$γ_{2}$	-0.2166	-1.54
$γ_{3}$	0.3462	3.60
$γ_{4}$	-0.3560	-4.03
$γ_{5}$	0.2706	2.88
$γ_{6}$	-0.1293	-1.41
$γ_{7}$	-0.0195	-0.19
$γ_{8}$	0.1267	1.03
$γ_{9}$	-0.1486	-1.16
$γ_{10}$	0.2172	1.31

V-Lab

Austal Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:176.47% (+103.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Austal Ltd Analyses