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
$ω$	1.3506	6.06
$α$	0.1449	5.74
$β$	0.6137	9.39
$γ_{1}$	0.0088	0.09
$γ_{2}$	-0.1137	-0.81
$γ_{3}$	0.1778	2.23
$γ_{4}$	-0.1243	-1.54
$γ_{5}$	0.1642	1.78
$γ_{6}$	-0.2299	-2.57
$γ_{7}$	0.2149	2.09
$γ_{8}$	-0.1452	-1.35
$γ_{9}$	0.1015	1.03
$γ_{10}$	-0.0980	-1.21

V-Lab

Premier Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:34.37% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Premier Investments Ltd Analyses