S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0172	6.40
$α$	0.1717	5.03
$β$	0.1301	1.76
$γ_{1}$	-0.2267	-3.48
$γ_{2}$	0.4032	4.48
$γ_{3}$	-0.2841	-5.05
$γ_{4}$	0.1427	2.15
$γ_{5}$	-0.0337	-0.33
$γ_{6}$	0.0235	0.19
$γ_{7}$	-0.0346	-0.38
$γ_{8}$	-0.0033	-0.08

V-Lab

Integrated Research Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:64.84% (-2.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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