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
$ω$	0.7231	7.21
$α$	0.1149	5.92
$β$	0.6407	11.42
$γ_{1}$	-0.0250	-0.49
$γ_{2}$	0.0742	0.99
$γ_{3}$	-0.1200	-2.68
$γ_{4}$	0.1678	4.61
$γ_{5}$	-0.1665	-5.28
$γ_{6}$	0.0602	2.23
$γ_{7}$	0.0535	1.63
$γ_{8}$	-0.0736	-2.29
$γ_{9}$	0.0151	0.42
$γ_{10}$	0.0327	1.12

V-Lab

Sims Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:31.91% (-2.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sims Ltd Analyses