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
$ω$	1.0004	3.47
$α$	0.1144	9.22
$β$	0.8243	50.74
$γ_{1}$	-0.2860	-2.66
$γ_{2}$	0.2878	1.98
$γ_{3}$	0.0958	1.32
$γ_{4}$	-0.1977	-2.80
$γ_{5}$	0.2662	3.37
$γ_{6}$	-0.3521	-4.68
$γ_{7}$	0.3465	5.19
$γ_{8}$	-0.2923	-4.10
$γ_{9}$	0.2456	2.46

V-Lab

Fortescue Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:32.72% (+0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fortescue Ltd Analyses