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
$ω$	1.6975	5.58
$α$	0.1339	6.67
$β$	0.7098	18.52
$γ_{1}$	-0.0160	-0.17
$γ_{2}$	0.0609	0.44
$γ_{3}$	0.0814	0.87
$γ_{4}$	-0.3640	-4.09
$γ_{5}$	0.4752	4.86
$γ_{6}$	-0.4902	-3.97
$γ_{7}$	0.5328	3.59
$γ_{8}$	-0.5124	-3.72
$γ_{9}$	0.3331	3.03
$γ_{10}$	-0.0830	-0.41

V-Lab

Immutep Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:62.22% (+2.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Immutep Ltd Analyses