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
$ω$	1.2504	5.38
$α$	0.1615	6.48
$β$	0.6027	11.91
$γ_{1}$	-0.3617	-4.33
$γ_{2}$	0.4052	3.36
$γ_{3}$	0.1366	1.73
$γ_{4}$	-0.3400	-4.35
$γ_{5}$	0.2398	3.04
$γ_{6}$	-0.0525	-0.71
$γ_{7}$	-0.0171	-0.21
$γ_{8}$	-0.0453	-0.38
$γ_{9}$	-0.0391	-0.25
$γ_{10}$	0.1378	1.16

V-Lab

Reckon Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:49.23% (-1.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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