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
$ω$	1.0290	5.65
$α$	0.1112	4.84
$β$	0.5048	5.62
$γ_{1}$	-0.7508	-4.81
$γ_{2}$	1.2160	5.36
$γ_{3}$	-0.6779	-4.39
$γ_{4}$	0.4594	2.88
$γ_{5}$	-0.5118	-2.97
$γ_{6}$	0.5100	2.87
$γ_{7}$	-0.4656	-2.30
$γ_{8}$	0.3021	1.41
$γ_{9}$	-0.0832	-0.42
$γ_{10}$	0.0078	0.05

V-Lab

nib holdings Ltd/Australia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:26.74% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other nib holdings Ltd/Australia Analyses