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
$ω$	1.3254	5.05
$α$	0.1287	3.22
$β$	0.6519	7.63
$γ_{1}$	0.2233	0.28
$γ_{2}$	0.9509	0.61
$γ_{3}$	-2.7367	-1.43
$γ_{4}$	1.2926	0.80
$γ_{5}$	2.0156	1.42
$γ_{6}$	-3.8217	-2.02
$γ_{7}$	4.6302	2.30
$γ_{8}$	-4.5697	-2.37
$γ_{9}$	2.3314	1.07

V-Lab

Phosco Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:58.64% (+2.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Phosco Ltd Analyses