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
$ω$	0.8393	6.66
$α$	0.0625	4.56
$β$	0.8839	33.14
$γ_{1}$	0.0064	0.04
$γ_{2}$	0.0800	0.35
$γ_{3}$	-0.3152	-2.08
$γ_{4}$	0.3839	2.45
$γ_{5}$	-0.1681	-1.07
$γ_{6}$	0.0010	0.00
$γ_{7}$	0.1742	0.68
$γ_{8}$	-0.5265	-2.43
$γ_{9}$	0.8792	3.94
$γ_{10}$	-1.7135	-5.29

V-Lab

Insignia Financial Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:10.07% (-0.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Insignia Financial Ltd Analyses