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
$ω$	1.4604	6.92
$α$	0.0781	6.40
$β$	0.8820	56.53
$γ_{1}$	-0.0464	-1.11
$γ_{2}$	0.1335	1.98
$γ_{3}$	-0.1398	-2.86
$γ_{4}$	0.0446	1.16
$γ_{5}$	0.0848	1.96
$γ_{6}$	-0.1687	-2.85
$γ_{7}$	0.1303	2.65

V-Lab

Challenger Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:32.52% (+2.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Challenger Ltd/Australia Analyses