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
$ω$	0.8380	6.80
$α$	0.1693	7.61
$β$	0.5605	12.39
$γ_{1}$	0.0085	0.24
$γ_{2}$	-0.0037	-0.07
$γ_{3}$	-0.0219	-0.46
$γ_{4}$	0.1201	1.73
$γ_{5}$	-0.2223	-3.29
$γ_{6}$	0.1544	3.59
$γ_{7}$	-0.0369	-1.04
$γ_{8}$	-0.0614	-1.53
$γ_{9}$	0.2007	4.02

V-Lab

Capral Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:37.30% (+2.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capral Ltd Analyses