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
$ω$	1.1544	7.80
$α$	0.1320	6.62
$β$	0.7084	17.03
$γ_{1}$	-0.0043	-0.11
$γ_{2}$	0.0017	0.03
$γ_{3}$	0.0349	0.60
$γ_{4}$	0.0269	0.33
$γ_{5}$	-0.2013	-2.32
$γ_{6}$	0.2272	3.72
$γ_{7}$	-0.1223	-2.62
$γ_{8}$	0.1054	1.98
$γ_{9}$	-0.1130	-2.40

V-Lab

Australian Vintage Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:47.32% (+0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Vintage Ltd Analyses