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
$ω$	1.0319	4.60
$α$	0.0788	4.16
$β$	0.7747	10.86
$γ_{1}$	0.5140	2.48
$γ_{2}$	-0.9702	-3.19
$γ_{3}$	0.6419	2.75
$γ_{4}$	-0.3356	-1.69
$γ_{5}$	0.3038	1.71
$γ_{6}$	-0.0554	-0.29
$γ_{7}$	-0.3569	-1.62
$γ_{8}$	0.5041	1.73
$γ_{9}$	-0.4473	-1.21
$γ_{10}$	0.2951	1.10

V-Lab

Praemium Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:56.59% (-3.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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