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
$ω$	1.3240	4.87
$α$	0.0934	5.68
$β$	0.7882	17.54
$γ_{1}$	-0.4781	-1.32
$γ_{2}$	0.7975	1.36
$γ_{3}$	-0.2702	-0.60
$γ_{4}$	-0.1994	-0.50
$γ_{5}$	-0.3694	-1.01
$γ_{6}$	1.3770	3.98
$γ_{7}$	-1.3827	-4.43
$γ_{8}$	0.6738	2.32
$γ_{9}$	-0.1009	-0.35
$γ_{10}$	0.1104	0.26

V-Lab

NGE Capital Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:32.11% (+1.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NGE Capital Limited Analyses