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
$ω$	0.8192	4.53
$α$	0.0975	3.34
$β$	0.6242	6.08
$γ_{1}$	0.0360	0.05
$γ_{2}$	1.1000	0.86
$γ_{3}$	-0.9749	-0.77
$γ_{4}$	-2.7880	-2.12
$γ_{5}$	4.3957	4.59
$γ_{6}$	-1.6226	-2.18
$γ_{7}$	-0.9372	-0.98
$γ_{8}$	1.8645	1.86
$γ_{9}$	-2.0892	-2.72
$γ_{10}$	1.4675	2.77

V-Lab

Pureprofile Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:60.25% (-6.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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