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
$ω$	0.5752	5.76
$α$	0.1303	7.58
$β$	0.7993	31.15
$γ_{1}$	-0.1330	-5.31
$γ_{2}$	0.1754	4.91
$γ_{3}$	-0.0460	-2.15
$γ_{4}$	0.0044	0.31

V-Lab

Clime Capital Ltd/fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:12.75% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clime Capital Ltd/fund Analyses