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
$ω$	0.4952	3.66
$α$	0.2088	5.08
$β$	0.6803	13.40
$γ_{1}$	-0.2031	-2.77
$γ_{2}$	0.4050	3.17

V-Lab

HMC Capital Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:66.37% (-5.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HMC Capital Limited Analyses