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
$ω$	1.2436	3.01
$α$	0.1329	3.18
$β$	0.2439	1.17
$γ_{1}$	4.1258	0.91
$γ_{2}$	-1.2685	-0.20
$γ_{3}$	-10.7504	-2.61
$γ_{4}$	16.7448	3.80
$γ_{5}$	-16.0518	-3.93
$γ_{6}$	11.2889	3.47
$γ_{7}$	-7.3334	-2.46
$γ_{8}$	8.6141	3.06
$γ_{9}$	-10.1552	-3.93
$γ_{10}$	6.3295	3.11

V-Lab

Pepper Money Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:32.77% (-12.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pepper Money Ltd Analyses