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
$ω$	1.0195	3.52
$α$	0.1148	9.23
$β$	0.8236	50.48
$γ_{1}$	-0.2787	-2.59
$γ_{2}$	0.2790	1.93
$γ_{3}$	0.0948	1.30
$γ_{4}$	-0.1895	-2.66
$γ_{5}$	0.2528	3.18
$γ_{6}$	-0.3354	-4.48
$γ_{7}$	0.3245	5.00
$γ_{8}$	-0.2549	-4.14
$γ_{9}$	0.1563	3.11

V-Lab

Fortescue Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:29.36% (-1.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fortescue Ltd Analyses