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
$ω$	1.6129	5.89
$α$	0.1071	4.82
$β$	0.7645	14.83
$γ_{1}$	-0.8739	-1.84
$γ_{2}$	1.5528	2.00
$γ_{3}$	-0.8408	-1.47
$γ_{4}$	-0.0533	-0.09
$γ_{5}$	0.2285	0.34
$γ_{6}$	0.5469	0.86
$γ_{7}$	-1.2735	-1.80
$γ_{8}$	1.2994	1.76
$γ_{9}$	-1.5797	-2.19
$γ_{10}$	3.0794	3.20

V-Lab

PRL Global Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:61.16% (-2.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PRL Global Ltd Analyses