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
$ω$	0.8244	8.34
$α$	0.1369	5.96
$β$	0.2942	2.62
$γ_{1}$	-0.0422	-0.48
$γ_{2}$	-0.0299	-0.22
$γ_{3}$	0.1547	1.51
$γ_{4}$	-0.0640	-0.70
$γ_{5}$	-0.1509	-1.93
$γ_{6}$	0.2958	3.07
$γ_{7}$	-0.3076	-3.16
$γ_{8}$	0.2681	2.25
$γ_{9}$	-0.1823	-1.57

V-Lab

AUB Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.24% (+3.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AUB Group Ltd Analyses