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
$ω$	1.2032	3.06
$α$	0.1156	2.95
$β$	0.3492	1.72
$γ_{1}$	4.1121	0.91
$γ_{2}$	-1.1215	-0.18
$γ_{3}$	-11.0014	-2.65
$γ_{4}$	16.9860	3.85
$γ_{5}$	-16.3484	-3.99
$γ_{6}$	11.7854	3.59
$γ_{7}$	-8.3443	-2.74
$γ_{8}$	10.6465	3.51
$γ_{9}$	-14.6014	-3.89
$γ_{10}$	21.0655	2.40

V-Lab

Pepper Money Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:93.12% (-3.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pepper Money Ltd Analyses