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
$ω$	1.2843	10.10
$α$	0.0907	5.24
$β$	0.8248	24.56
$γ_{1}$	0.0340	4.82
$γ_{2}$	-0.0618	-5.61
$γ_{3}$	0.0445	4.48

V-Lab

Image Resources NL Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:49.95% (+1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Image Resources NL Analyses