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
$ω$	0.7863	8.43
$α$	0.1406	8.65
$β$	0.7752	26.71
$γ_{1}$	0.2815	4.85
$γ_{2}$	-0.5243	-5.66
$γ_{3}$	0.3606	4.68
$γ_{4}$	-0.1746	-2.27
$γ_{5}$	0.1410	2.22
$γ_{6}$	-0.1718	-3.13
$γ_{7}$	0.1216	2.98

V-Lab

Pengana International Equities Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.09% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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