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
$ω$	0.4810	4.67
$α$	0.1600	4.10
$β$	0.5341	5.29
$γ_{1}$	-2.2129	-3.75
$γ_{2}$	2.9253	3.47
$γ_{3}$	-0.2495	-0.60
$γ_{4}$	-1.2271	-3.45
$γ_{5}$	1.4540	2.69

V-Lab

identitii Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:175.97% (+41.44%)

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