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
$ω$	1.3480	6.05
$α$	0.1443	5.69
$β$	0.6155	9.40
$γ_{1}$	0.0084	0.09
$γ_{2}$	-0.1139	-0.81
$γ_{3}$	0.1792	2.25
$γ_{4}$	-0.1270	-1.55
$γ_{5}$	0.1677	1.80
$γ_{6}$	-0.2295	-2.55
$γ_{7}$	0.2048	2.01
$γ_{8}$	-0.1288	-1.21
$γ_{9}$	0.0899	0.92
$γ_{10}$	-0.0944	-1.16

V-Lab

Premier Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:50.03% (+11.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Premier Investments Ltd Analyses