S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2231	4.06
$α$	0.1149	4.39
$β$	0.6997	9.50
$γ_{1}$	-0.2387	-0.88
$γ_{2}$	0.3150	0.81
$γ_{3}$	0.2884	1.12
$γ_{4}$	-0.7558	-2.47
$γ_{5}$	0.7424	2.24
$γ_{6}$	-0.6350	-1.98
$γ_{7}$	0.3192	1.12
$γ_{8}$	-0.0161	-0.06
$γ_{9}$	-0.0108	-0.03

V-Lab

SKY Network Television Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:34.84% (-0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SKY Network Television Ltd Analyses