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
$ω$	8.9773	1.32
$α$	0.2863	1.83
$β$	0.7136	4.57
$γ_{1}$	1.3628	0.28
$γ_{2}$	-16.7911	-0.35
$γ_{3}$	18.7617	0.16
$γ_{4}$	25.3945	0.19
$γ_{5}$	-65.1327	-0.87
$γ_{6}$	82.6662	2.52
$γ_{7}$	-80.1369	-3.41
$γ_{8}$	42.8902	7.42
$γ_{9}$	-14.6311	-2.72

V-Lab

Hyterra Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:91.30% (-16.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hyterra Ltd Analyses