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
$ω$	1.2316	10.03
$α$	0.0742	3.72
$β$	0.7633	10.59
$γ_{1}$	0.0323	1.02
$γ_{2}$	-0.0534	-1.09
$γ_{3}$	0.0965	2.38
$γ_{4}$	-0.1910	-4.37
$γ_{5}$	0.2488	3.97

V-Lab

CAR Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:46.00% (-4.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CAR Group Ltd Analyses