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
$ω$	0.8896	6.64
$α$	0.1407	6.84
$β$	0.6976	16.88
$γ_{1}$	0.0252	1.08
$γ_{2}$	-0.0494	-1.32
$γ_{3}$	0.0946	2.95
$γ_{4}$	-0.1406	-5.18
$γ_{5}$	0.0936	4.86
$γ_{6}$	-0.0581	-3.36
$γ_{7}$	0.0645	4.80

V-Lab

Capral Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:29.09% (+2.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capral Ltd Analyses