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
$ω$	1.5109	6.18
$α$	0.1517	6.97
$β$	0.6974	15.46
$γ_{1}$	-0.1660	-2.25
$γ_{2}$	0.4802	3.78
$γ_{3}$	-0.6045	-4.34
$γ_{4}$	0.3995	2.92
$γ_{5}$	-0.0949	-0.98
$γ_{6}$	-0.0143	-0.15
$γ_{7}$	0.0369	0.33
$γ_{8}$	-0.0961	-0.83
$γ_{9}$	0.1309	0.50

V-Lab

Credit Corp Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:53.58% (-2.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Corp Group Ltd Analyses