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
$ω$	1.2041	2.84
$α$	0.2028	3.55
$β$	0.4218	3.14
$γ_{1}$	0.6162	1.21
$γ_{2}$	-0.9474	-1.40
$γ_{3}$	1.0561	2.66
$γ_{4}$	-1.6550	-3.62
$γ_{5}$	1.5491	3.35
$γ_{6}$	-0.9783	-2.34
$γ_{7}$	0.5269	1.10
$γ_{8}$	-0.1584	-0.15

V-Lab

Gentrack Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:46.53% (+7.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gentrack Group Limited Analyses