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
$ω$	1.2111	5.12
$α$	0.0959	5.72
$β$	0.8822	41.69
$γ_{1}$	0.1313	2.52
$γ_{2}$	-0.2809	-3.37
$γ_{3}$	0.2618	4.08
$γ_{4}$	-0.1673	-1.99

V-Lab

Infotrust Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:70.76% (-3.40%)

Date Range:

Parameter Estimates

News Impact Curve

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