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
$ω$	3.8720	5.12
$α$	0.1469	6.69
$β$	0.5685	8.07
$γ_{1}$	0.3952	4.06
$γ_{2}$	-0.6250	-4.72
$γ_{3}$	0.4803	6.10
$γ_{4}$	-0.3946	-5.19
$γ_{5}$	0.1205	1.41
$γ_{6}$	0.0841	0.97
$γ_{7}$	0.0126	0.16
$γ_{8}$	-0.2070	-2.10
$γ_{9}$	0.1795	1.33
$γ_{10}$	0.0874	0.36

V-Lab

Jumbo Interactive Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:42.86% (+2.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jumbo Interactive Ltd Analyses