S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9702	4.22
$α$	0.1638	3.39
$β$	0.4859	3.66
$γ_{1}$	4.2853	1.55
$γ_{2}$	-3.7393	-0.87
$γ_{3}$	-1.6544	-0.65
$γ_{4}$	2.1356	1.12
$γ_{5}$	-2.1527	-1.10
$γ_{6}$	2.6085	1.39
$γ_{7}$	-4.0250	-1.72
$γ_{8}$	6.9932	2.41
$γ_{9}$	-7.1665	-2.92

V-Lab

Australian Strategic Matl Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:161.38% (+1.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Strategic Matl Analyses