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
$ω$	0.8108	4.68
$α$	0.1573	7.45
$β$	0.6818	16.98
$γ_{1}$	0.1538	0.75
$γ_{2}$	-0.3216	-1.01
$γ_{3}$	0.3061	1.95
$γ_{4}$	-0.3330	-4.11
$γ_{5}$	0.3213	3.18
$γ_{6}$	-0.0270	-0.24
$γ_{7}$	-0.2349	-1.84
$γ_{8}$	0.1428	1.10
$γ_{9}$	0.0167	0.18

V-Lab

Peet Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:30.21% (-1.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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