S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7398	2.19
$α$	0.0841	4.53
$β$	0.8344	17.86
$γ_{1}$	0.5047	2.43
$γ_{2}$	-0.8177	-3.17
$γ_{3}$	0.4472	3.73
$γ_{4}$	-0.1294	-1.60

V-Lab

NZME Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:25.65% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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