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
$ω$	0.8831	6.83
$α$	0.0919	9.95
$β$	0.8734	72.27
$γ_{1}$	-0.0072	-1.99
$γ_{2}$	0.0138	2.68
$γ_{3}$	-0.0097	-3.69

V-Lab

Commonwealth Bank of Australia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:43.48% (+6.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commonwealth Bank of Australia Analyses