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
$ω$	0.5078	6.28
$α$	0.1026	3.81
$β$	0.5810	5.93
$γ_{1}$	-1.3739	-4.64
$γ_{2}$	2.0661	4.18
$γ_{3}$	-0.7538	-1.68
$γ_{4}$	-0.3568	-0.95
$γ_{5}$	0.9433	2.95
$γ_{6}$	-0.4032	-1.14
$γ_{7}$	-1.2893	-3.00
$γ_{8}$	2.5234	5.05
$γ_{9}$	-2.3135	-4.61
$γ_{10}$	2.0081	3.35

V-Lab

CPT Global Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:94.05% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CPT Global Limited Analyses