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
$ω$	1.1477	7.89
$α$	0.1377	6.51
$β$	0.6773	15.16
$γ_{1}$	-0.0028	-0.12
$γ_{2}$	0.0078	0.19
$γ_{3}$	0.0552	1.26
$γ_{4}$	-0.1561	-3.87
$γ_{5}$	0.1491	5.55
$γ_{6}$	-0.0685	-2.93
$γ_{7}$	0.0993	3.53

V-Lab

Australian Vintage Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:72.07% (-0.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Vintage Ltd Analyses