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
$ω$	1.4727	6.33
$α$	0.1294	5.75
$β$	0.6969	12.69
$γ_{1}$	0.1531	2.02
$γ_{2}$	-0.2440	-2.03
$γ_{3}$	0.2586	2.69
$γ_{4}$	-0.3053	-2.72
$γ_{5}$	0.1567	1.38
$γ_{6}$	0.0379	0.43
$γ_{7}$	-0.1034	-1.09
$γ_{8}$	0.0406	0.38
$γ_{9}$	0.0954	1.15
$γ_{10}$	-0.1643	-3.04

V-Lab

Healius Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:48.57% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Healius Ltd Analyses