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
$ω$	0.4807	2.84
$α$	0.0957	3.82
$β$	0.8472	12.36
$γ_{1}$	-0.4013	-0.57
$γ_{2}$	0.2177	0.22
$γ_{3}$	0.9073	1.43
$γ_{4}$	-1.8497	-3.29
$γ_{5}$	1.7219	2.97
$γ_{6}$	-0.6578	-1.19
$γ_{7}$	-0.1621	-0.30
$γ_{8}$	0.9744	1.56
$γ_{9}$	-2.5057	-3.32
$γ_{10}$	5.8130	3.06

V-Lab

RBR Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:380.58% (-3.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RBR Group Limited Analyses