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	4.55
$α$	0.0977	3.32
$β$	0.6148	5.81
$γ_{1}$	0.0512	0.07
$γ_{2}$	1.0728	0.85
$γ_{3}$	-0.9458	-0.75
$γ_{4}$	-2.8289	-2.17
$γ_{5}$	4.4493	4.68
$γ_{6}$	-1.6860	-2.28
$γ_{7}$	-0.8596	-0.91
$γ_{8}$	1.7378	1.73
$γ_{9}$	-1.8189	-2.12
$γ_{10}$	0.7674	0.66

V-Lab

Pureprofile Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:57.96% (-6.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pureprofile Ltd Analyses