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
$ω$	0.7450	5.31
$α$	0.1547	4.06
$β$	0.4933	4.48
$γ_{1}$	-0.8266	-0.84
$γ_{2}$	1.5388	0.84
$γ_{3}$	-1.5108	-0.75
$γ_{4}$	1.7840	0.96
$γ_{5}$	-2.1924	-1.98
$γ_{6}$	1.9959	2.29
$γ_{7}$	-1.3705	-0.91
$γ_{8}$	0.4034	0.19
$γ_{9}$	1.6887	0.84
$γ_{10}$	-2.4708	-2.00

V-Lab

GTN Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:76.87% (+2.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GTN Limited Analyses