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
$ω$	2.0373	3.57
$α$	0.1210	6.25
$β$	0.7293	17.52
$γ_{1}$	0.0916	0.81
$γ_{2}$	-0.2555	-1.68
$γ_{3}$	0.4245	5.26
$γ_{4}$	-0.4538	-5.41
$γ_{5}$	0.2784	3.33
$γ_{6}$	-0.1418	-2.19
$γ_{7}$	0.1727	3.09
$γ_{8}$	-0.2744	-4.51
$γ_{9}$	0.3584	4.17

V-Lab

Carlton Investments Ltd/fund Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:22.96% (-1.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carlton Investments Ltd/fund Analyses