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
$ω$	1.3357	5.98
$α$	0.1450	5.73
$β$	0.6122	9.38
$γ_{1}$	0.0068	0.07
$γ_{2}$	-0.1132	-0.80
$γ_{3}$	0.1806	2.28
$γ_{4}$	-0.1269	-1.56
$γ_{5}$	0.1658	1.80
$γ_{6}$	-0.2301	-2.56
$γ_{7}$	0.2136	2.08
$γ_{8}$	-0.1432	-1.34
$γ_{9}$	0.1010	1.03
$γ_{10}$	-0.0994	-1.23

V-Lab

Premier Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.05% (-5.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Premier Investments Ltd Analyses