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
$ω$	1.5402	3.39
$α$	0.1431	5.58
$β$	0.6572	11.59
$γ_{1}$	-0.0223	-0.49
$γ_{2}$	0.0592	0.99
$γ_{3}$	-0.0104	-0.41
$γ_{4}$	-0.0636	-3.01
$γ_{5}$	0.0548	2.62
$γ_{6}$	-0.0714	-2.00

V-Lab

IDT Australia Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:53.77% (-2.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IDT Australia Ltd Analyses