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
$ω$	0.9478	5.11
$α$	0.1228	5.27
$β$	0.6132	7.50
$γ_{1}$	-0.3010	-1.60
$γ_{2}$	0.3580	1.33
$γ_{3}$	-0.0004	-0.00
$γ_{4}$	-0.3836	-2.67
$γ_{5}$	0.9876	5.79
$γ_{6}$	-1.1993	-5.49
$γ_{7}$	0.6416	2.41
$γ_{8}$	-0.0894	-0.33
$γ_{9}$	0.0331	0.17

V-Lab

Cogstate Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:48.38% (+5.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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