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
$ω$	1.0328	4.53
$α$	0.0783	4.20
$β$	0.7797	11.16
$γ_{1}$	0.5280	2.52
$γ_{2}$	-1.0005	-3.27
$γ_{3}$	0.6763	2.91
$γ_{4}$	-0.3706	-1.87
$γ_{5}$	0.3347	1.88
$γ_{6}$	-0.0801	-0.42
$γ_{7}$	-0.3336	-1.52
$γ_{8}$	0.4657	1.65
$γ_{9}$	-0.3565	-1.02
$γ_{10}$	0.0510	0.16

V-Lab

Praemium Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:51.70% (-3.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Praemium Ltd Analyses