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
$ω$	0.6029	5.24
$α$	0.1348	5.68
$β$	0.7002	14.14
$γ_{1}$	0.1256	0.42
$γ_{2}$	-0.2508	-0.57
$γ_{3}$	0.4847	1.71
$γ_{4}$	-0.3431	-1.29
$γ_{5}$	-0.3545	-1.07
$γ_{6}$	-0.1940	-0.44
$γ_{7}$	1.4148	3.25
$γ_{8}$	-1.0826	-3.20
$γ_{9}$	0.1057	0.44

V-Lab

Papyrus Australia Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:140.97% (-3.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Papyrus Australia Limited Analyses