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
$ω$	0.9995	6.36
$α$	0.1653	5.13
$β$	0.1351	1.79
$γ_{1}$	-0.2369	-3.67
$γ_{2}$	0.4198	4.70
$γ_{3}$	-0.2951	-5.27
$γ_{4}$	0.1491	2.25
$γ_{5}$	-0.0325	-0.32
$γ_{6}$	0.0077	0.06
$γ_{7}$	0.0126	0.13
$γ_{8}$	-0.1365	-1.55

V-Lab

Integrated Research Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:52.49% (-2.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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