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
$ω$	1.1882	5.85
$α$	0.0717	2.19
$β$	0.6007	2.34
$γ_{1}$	0.7864	0.40
$γ_{2}$	-2.5896	-0.80
$γ_{3}$	2.7924	1.40
$γ_{4}$	-0.8531	-0.68
$γ_{5}$	-0.1829	-0.14
$γ_{6}$	1.3218	0.86
$γ_{7}$	-3.4883	-1.66
$γ_{8}$	6.0655	2.04

V-Lab

QEM Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:269.59% (-27.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other QEM Limited Analyses