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
$ω$	0.7778	5.28
$α$	0.1839	6.09
$β$	0.5381	9.42
$γ_{1}$	0.1814	1.80
$γ_{2}$	-0.3950	-2.69
$γ_{3}$	0.3658	4.22
$γ_{4}$	-0.2686	-2.97
$γ_{5}$	0.1429	1.30
$γ_{6}$	0.0946	0.92
$γ_{7}$	-0.3214	-2.92
$γ_{8}$	0.4106	2.40

V-Lab

Codan Ltd/Australia Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:42.88% (-1.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Codan Ltd/Australia Analyses