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
$ω$	0.7243	7.24
$α$	0.1141	5.87
$β$	0.6396	11.29
$γ_{1}$	-0.0249	-0.49
$γ_{2}$	0.0745	1.00
$γ_{3}$	-0.1210	-2.70
$γ_{4}$	0.1683	4.65
$γ_{5}$	-0.1652	-5.30
$γ_{6}$	0.0572	2.14
$γ_{7}$	0.0564	1.73
$γ_{8}$	-0.0744	-2.31
$γ_{9}$	0.0132	0.37
$γ_{10}$	0.0354	1.20

V-Lab

Sims Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:39.60% (-3.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sims Ltd Analyses