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
$ω$	1.1984	5.55
$α$	0.1667	4.89
$β$	0.6045	9.16
$γ_{1}$	0.0989	1.12
$γ_{2}$	0.0291	0.20
$γ_{3}$	-0.3897	-3.51
$γ_{4}$	0.4571	5.21
$γ_{5}$	-0.3361	-3.30
$γ_{6}$	0.2799	2.43
$γ_{7}$	-0.2102	-1.77
$γ_{8}$	0.0566	0.56
$γ_{9}$	0.0402	0.73

V-Lab

Breville Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:43.32% (-7.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Breville Group Ltd Analyses