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
$ω$	1.9137	5.03
$α$	0.2100	5.06
$β$	0.6175	11.45
$γ_{1}$	0.1908	2.37
$γ_{2}$	-0.2439	-1.92
$γ_{3}$	0.2410	2.43
$γ_{4}$	-0.4021	-4.42
$γ_{5}$	0.2357	2.75
$γ_{6}$	0.0409	0.42
$γ_{7}$	-0.0362	-0.34
$γ_{8}$	-0.0635	-0.64
$γ_{9}$	0.0545	0.50
$γ_{10}$	-0.0354	-0.36

V-Lab

GrainCorp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:41.04% (-2.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GrainCorp Ltd Analyses