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
$ω$	1.8298	7.04
$α$	0.1127	7.61
$β$	0.7405	23.01
$γ_{1}$	0.1271	1.31
$γ_{2}$	-0.2685	-1.74
$γ_{3}$	0.3446	3.15
$γ_{4}$	-0.3772	-4.00
$γ_{5}$	0.2255	2.50
$γ_{6}$	-0.0498	-0.63
$γ_{7}$	0.0105	0.13
$γ_{8}$	0.0067	0.07
$γ_{9}$	-0.0531	-0.54
$γ_{10}$	0.0940	0.75

V-Lab

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

Volatility Prediction for Monday, February 16th, 2026:13.99% (+1.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian United Investment Co Ltd/fund Analyses