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
$ω$	0.5755	5.90
$α$	0.1307	7.44
$β$	0.7941	29.33
$γ_{1}$	-0.1298	-5.25
$γ_{2}$	0.1678	4.71
$γ_{3}$	-0.0308	-1.30
$γ_{4}$	-0.0365	-1.19

V-Lab

Clime Capital Ltd/fund Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:11.31% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clime Capital Ltd/fund Analyses