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
$ω$	0.6859	6.00
$α$	0.2762	2.14
$β$	0.2151	1.10
$γ_{1}$	-1.3615	-2.58
$γ_{2}$	1.8056	2.30
$γ_{3}$	-0.7041	-1.39
$γ_{4}$	0.4117	1.10

V-Lab

Pexa Group Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:39.01% (+6.61%)

Date Range:

Parameter Estimates

News Impact Curve

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