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
$ω$	1.9275	6.57
$α$	0.1318	5.03
$β$	0.4537	5.08
$γ_{1}$	0.5399	5.54
$γ_{2}$	-0.9015	-5.74
$γ_{3}$	0.6624	5.75
$γ_{4}$	-0.4864	-5.24
$γ_{5}$	0.2274	2.31
$γ_{6}$	-0.0339	-0.33
$γ_{7}$	0.0437	0.43
$γ_{8}$	-0.2178	-1.47

V-Lab

Lycopodium Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:23.68% (-1.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lycopodium Ltd Analyses