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
$ω$	1.5909	2.31
$α$	0.0976	4.39
$β$	0.7323	10.00
$γ_{1}$	-0.8166	-1.13
$γ_{2}$	1.2680	1.38
$γ_{3}$	-0.8516	-1.74
$γ_{4}$	1.3068	2.74
$γ_{5}$	-1.5764	-3.09
$γ_{6}$	0.6671	1.31
$γ_{7}$	0.5274	1.11
$γ_{8}$	-1.2748	-1.88
$γ_{9}$	2.0642	2.24

V-Lab

BlackWall Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:80.96% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BlackWall Limited Analyses