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
$ω$	0.5027	6.55
$α$	0.1064	3.79
$β$	0.4802	4.25
$γ_{1}$	-1.3370	-4.70
$γ_{2}$	1.9857	4.19
$γ_{3}$	-0.6789	-1.59
$γ_{4}$	-0.3964	-1.10
$γ_{5}$	0.9500	3.10
$γ_{6}$	-0.4220	-1.25
$γ_{7}$	-1.1993	-2.88
$γ_{8}$	2.2869	4.56
$γ_{9}$	-1.7652	-3.20
$γ_{10}$	0.7044	1.56

V-Lab

CPT Global Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:72.53% (-0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CPT Global Limited Analyses