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
$ω$	1.0940	4.27
$α$	0.1339	5.25
$β$	0.7885	21.69
$γ_{1}$	0.8311	3.24
$γ_{2}$	-1.5131	-4.10
$γ_{3}$	1.0796	4.87
$γ_{4}$	-0.5800	-2.51
$γ_{5}$	0.2161	0.68

V-Lab

Change Financial Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:58.69% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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