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
$ω$	1.3714	7.47
$α$	0.1478	5.78
$β$	0.6388	10.89
$γ_{1}$	0.0316	0.19
$γ_{2}$	0.3406	1.17
$γ_{3}$	-1.3584	-4.78
$γ_{4}$	2.0023	8.28
$γ_{5}$	-1.4992	-8.39
$γ_{6}$	0.6512	3.33
$γ_{7}$	0.0903	0.22

V-Lab

Jatcorp Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:107.45% (-1.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jatcorp Ltd Analyses