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
$ω$	0.8295	8.33
$α$	0.1420	6.29
$β$	0.2875	2.64
$γ_{1}$	-0.0341	-0.39
$γ_{2}$	-0.0444	-0.33
$γ_{3}$	0.1674	1.62
$γ_{4}$	-0.0771	-0.84
$γ_{5}$	-0.1334	-1.71
$γ_{6}$	0.2614	2.71
$γ_{7}$	-0.2272	-2.39
$γ_{8}$	0.0736	0.67
$γ_{9}$	0.3105	1.32

V-Lab

AUB Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:48.71% (+2.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AUB Group Ltd Analyses