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
$ω$	0.7386	2.33
$α$	0.1743	5.83
$β$	0.5796	8.51
$γ_{1}$	-1.6924	-3.80
$γ_{2}$	2.3495	4.18
$γ_{3}$	-0.9875	-3.83
$γ_{4}$	1.1100	4.37
$γ_{5}$	-1.6853	-5.45
$γ_{6}$	1.3152	3.95
$γ_{7}$	-0.4386	-1.65
$γ_{8}$	0.0598	0.25
$γ_{9}$	-0.0184	-0.07
$γ_{10}$	0.1722	0.45

V-Lab

Cokal Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:153.47% (+7.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cokal Limited Analyses