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
$ω$	0.8710	5.27
$α$	0.1352	2.92
$β$	0.3977	2.34
$γ_{1}$	-1.1382	-2.28
$γ_{2}$	1.8975	2.24
$γ_{3}$	-1.3761	-1.64
$γ_{4}$	1.1575	1.55
$γ_{5}$	-1.0548	-2.21
$γ_{6}$	1.0303	2.42
$γ_{7}$	-1.1230	-2.14
$γ_{8}$	1.3338	2.17
$γ_{9}$	-1.0899	-2.09

V-Lab

IPH Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:38.79% (+1.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IPH Ltd Analyses