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
$ω$	0.9599	4.17
$α$	0.1093	6.40
$β$	0.8432	31.87
$γ_{1}$	-0.3575	-2.63
$γ_{2}$	0.4951	2.49
$γ_{3}$	-0.1450	-0.99
$γ_{4}$	0.0774	0.49
$γ_{5}$	-0.1404	-0.80
$γ_{6}$	0.1503	0.90
$γ_{7}$	-0.3266	-1.86
$γ_{8}$	0.5483	3.14
$γ_{9}$	-0.5660	-2.73
$γ_{10}$	0.7210	1.21

V-Lab

Excelsior Capital Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:44.34% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Excelsior Capital Ltd Analyses