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
$ω$	0.5219	5.57
$α$	0.2231	3.38
$β$	0.1952	1.74
$γ_{1}$	0.1171	0.61
$γ_{2}$	-0.3943	-1.40
$γ_{3}$	0.6074	2.69
$γ_{4}$	-0.7656	-2.65
$γ_{5}$	0.9420	2.60

V-Lab

Bravura Solutions Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:82.78% (-24.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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