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
$ω$	1.2069	5.60
$α$	0.1665	4.89
$β$	0.6050	9.18
$γ_{1}$	0.0958	1.09
$γ_{2}$	0.0380	0.26
$γ_{3}$	-0.4025	-3.63
$γ_{4}$	0.4705	5.37
$γ_{5}$	-0.3472	-3.42
$γ_{6}$	0.2852	2.47
$γ_{7}$	-0.2045	-1.68
$γ_{8}$	0.0293	0.26
$γ_{9}$	0.1231	1.01

V-Lab

Breville Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:52.32% (+20.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Breville Group Ltd Analyses