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
$ω$	0.5737	3.95
$α$	0.1640	5.06
$β$	0.5542	7.44
$γ_{1}$	0.0806	0.08
$γ_{2}$	0.6570	0.36
$γ_{3}$	-2.2007	-1.91
$γ_{4}$	2.6084	4.00
$γ_{5}$	-1.6833	-3.64
$γ_{6}$	1.2144	3.10
$γ_{7}$	-1.2352	-2.89
$γ_{8}$	0.6462	1.35
$γ_{9}$	0.2263	0.37

V-Lab

AuMake Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:234.76% (-9.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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