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
$ω$	1.7593	6.81
$α$	0.1131	7.61
$β$	0.7389	22.76
$γ_{1}$	0.0953	0.97
$γ_{2}$	-0.2173	-1.39
$γ_{3}$	0.3086	2.80
$γ_{4}$	-0.3461	-3.67
$γ_{5}$	0.2003	2.23
$γ_{6}$	-0.0330	-0.42
$γ_{7}$	0.0042	0.05
$γ_{8}$	0.0006	0.01
$γ_{9}$	-0.0291	-0.34
$γ_{10}$	0.0281	0.43

V-Lab

Australian United Investment Co Ltd/fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:13.49% (+2.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian United Investment Co Ltd/fund Analyses