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
$ω$	2.4802	5.89
$α$	0.1058	4.72
$β$	0.7164	12.34
$γ_{1}$	0.0748	2.16
$γ_{2}$	0.0105	0.21
$γ_{3}$	-0.2201	-7.51
$γ_{4}$	0.2211	8.23
$γ_{5}$	-0.0949	-3.15
$γ_{6}$	0.0114	0.31
$γ_{7}$	0.0068	0.09

V-Lab

ASX Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:24.41% (-1.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ASX Ltd Analyses