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
$ω$	1.0180	4.33
$α$	0.0469	3.17
$β$	0.9135	32.52
$γ_{1}$	0.5184	0.56
$γ_{2}$	-1.9262	-1.20
$γ_{3}$	2.7973	2.59
$γ_{4}$	-2.5491	-4.05
$γ_{5}$	1.9542	3.09
$γ_{6}$	-0.7237	-0.78
$γ_{7}$	-0.2177	-0.21
$γ_{8}$	0.1136	0.09

V-Lab

The Agency Group Australia Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:111.39% (-1.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other The Agency Group Australia Limited Analyses