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
$ω$	1.2289	5.26
$α$	0.1607	6.46
$β$	0.6081	12.12
$γ_{1}$	-0.3716	-4.42
$γ_{2}$	0.4151	3.43
$γ_{3}$	0.1427	1.80
$γ_{4}$	-0.3548	-4.52
$γ_{5}$	0.2556	3.22
$γ_{6}$	-0.0630	-0.84
$γ_{7}$	-0.0155	-0.18
$γ_{8}$	-0.0333	-0.27
$γ_{9}$	-0.0787	-0.47
$γ_{10}$	0.2529	1.41

V-Lab

Reckon Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:50.20% (-1.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Reckon Ltd Analyses