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
$ω$	0.8211	4.79
$α$	0.1573	7.53
$β$	0.6797	16.80
$γ_{1}$	0.1670	0.84
$γ_{2}$	-0.3443	-1.11
$γ_{3}$	0.3249	2.11
$γ_{4}$	-0.3519	-4.38
$γ_{5}$	0.3415	3.39
$γ_{6}$	-0.0532	-0.47
$γ_{7}$	-0.1888	-1.40
$γ_{8}$	0.0410	0.27
$γ_{9}$	0.2871	1.56

V-Lab

Peet Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:36.47% (-1.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peet Ltd Analyses