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
$ω$	1.5525	6.37
$α$	0.1485	6.96
$β$	0.7014	15.30
$γ_{1}$	-0.1451	-1.99
$γ_{2}$	0.4473	3.54
$γ_{3}$	-0.5836	-4.17
$γ_{4}$	0.3855	2.80
$γ_{5}$	-0.0894	-0.92
$γ_{6}$	-0.0091	-0.09
$γ_{7}$	0.0165	0.15
$γ_{8}$	-0.0474	-0.47
$γ_{9}$	0.0191	0.26

V-Lab

Credit Corp Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:59.68% (-7.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Corp Group Ltd Analyses