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
$ω$	0.7022	6.94
$α$	0.0872	3.58
$β$	0.6348	5.33
$γ_{1}$	-0.3368	-2.20
$γ_{2}$	0.4889	2.22
$γ_{3}$	-0.3636	-2.65
$γ_{4}$	0.3730	2.66
$γ_{5}$	-0.3756	-2.01
$γ_{6}$	0.7914	2.63

V-Lab

Adveritas Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:99.50% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Adveritas Limited Analyses