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
$ω$	1.0446	6.66
$α$	0.2821	2.06
$β$	0.1666	1.00
$γ_{1}$	-0.0683	-1.84

V-Lab

Pexa Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:43.82% (+20.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pexa Group Limited Analyses