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
$ω$	0.5756	3.95
$α$	0.1644	5.06
$β$	0.5545	7.47
$γ_{1}$	0.0954	0.09
$γ_{2}$	0.6297	0.35
$γ_{3}$	-2.1758	-1.89
$γ_{4}$	2.5869	3.95
$γ_{5}$	-1.6748	-3.62
$γ_{6}$	1.2349	3.17
$γ_{7}$	-1.3155	-3.17
$γ_{8}$	0.8661	1.98
$γ_{9}$	-0.3922	-1.25

V-Lab

AuMake Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:198.62% (-10.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AuMake Ltd Analyses