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
$ω$	0.5928	6.39
$α$	0.1464	4.18
$β$	0.3849	3.59
$γ_{1}$	0.3628	0.65
$γ_{2}$	-1.6497	-2.02
$γ_{3}$	2.3527	4.27
$γ_{4}$	-1.9058	-3.69
$γ_{5}$	1.4765	3.44
$γ_{6}$	-1.5057	-2.17
$γ_{7}$	2.1712	2.38
$γ_{8}$	-2.5687	-3.18
$γ_{9}$	2.8401	2.86

V-Lab

Ava Risk Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:79.10% (+1.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ava Risk Group Limited Analyses