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
$ω$	0.3290	5.06
$α$	0.2236	5.49
$β$	0.4340	5.83
$γ_{1}$	-0.9098	-6.74
$γ_{2}$	1.1440	6.11
$γ_{3}$	-0.1571	-1.65
$γ_{4}$	-0.1623	-1.49
$γ_{5}$	0.2406	1.88
$γ_{6}$	-0.4313	-3.74
$γ_{7}$	0.5480	3.98
$γ_{8}$	-0.6563	-2.63

V-Lab

Humm Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:29.41% (+2.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Humm Group Ltd Analyses