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
$ω$	1.3214	5.07
$α$	0.1268	3.18
$β$	0.6611	8.17
$γ_{1}$	0.2328	0.29
$γ_{2}$	0.9205	0.59
$γ_{3}$	-2.6944	-1.40
$γ_{4}$	1.2534	0.77
$γ_{5}$	2.0547	1.45
$γ_{6}$	-3.8781	-2.04
$γ_{7}$	4.7343	2.35
$γ_{8}$	-4.8012	-2.65
$γ_{9}$	2.9541	2.34

V-Lab

Phosco Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:80.48% (+7.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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