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
$ω$	1.9969	3.39
$α$	0.1190	6.10
$β$	0.7476	18.49
$γ_{1}$	0.0741	0.63
$γ_{2}$	-0.2265	-1.44
$γ_{3}$	0.4023	4.86
$γ_{4}$	-0.4328	-5.06
$γ_{5}$	0.2566	3.01
$γ_{6}$	-0.1161	-1.76
$γ_{7}$	0.1341	2.40
$γ_{8}$	-0.1962	-3.52
$γ_{9}$	0.1519	3.45

V-Lab

Carlton Investments Ltd/fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.34% (-1.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carlton Investments Ltd/fund Analyses