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
$ω$	2.0233	4.93
$α$	0.2124	5.11
$β$	0.6414	13.20
$γ_{1}$	0.2155	2.56
$γ_{2}$	-0.2869	-2.16
$γ_{3}$	0.2753	2.66
$γ_{4}$	-0.4271	-4.54
$γ_{5}$	0.2408	2.75
$γ_{6}$	0.0642	0.67
$γ_{7}$	-0.0935	-0.87
$γ_{8}$	0.0515	0.52
$γ_{9}$	-0.1942	-1.84
$γ_{10}$	0.5141	2.37

V-Lab

GrainCorp Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:56.25% (-2.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GrainCorp Ltd Analyses