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
$ω$	1.7054	5.59
$α$	0.1349	6.70
$β$	0.7075	18.36
$γ_{1}$	-0.0112	-0.12
$γ_{2}$	0.0579	0.41
$γ_{3}$	0.0713	0.77
$γ_{4}$	-0.3432	-3.86
$γ_{5}$	0.4506	4.61
$γ_{6}$	-0.4688	-3.77
$γ_{7}$	0.5184	3.46
$γ_{8}$	-0.5074	-3.65
$γ_{9}$	0.3418	3.78
$γ_{10}$	-0.1210	-2.06

V-Lab

Immutep Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:61.54% (+1.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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