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
$ω$	1.0298	2.15
$α$	0.1400	4.83
$β$	0.7478	16.23
$γ_{1}$	-0.4089	-0.61
$γ_{2}$	1.1354	1.33
$γ_{3}$	-1.5306	-4.86
$γ_{4}$	1.3815	4.80
$γ_{5}$	-0.8292	-2.61
$γ_{6}$	0.2418	0.74
$γ_{7}$	-0.2428	-0.74
$γ_{8}$	0.9718	2.05
$γ_{9}$	-1.5934	-1.79

V-Lab

Civmec Australia Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.08% (-1.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Civmec Australia Ltd Analyses