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
$ω$	0.3962	3.99
$α$	0.1728	6.62
$β$	0.6618	12.21
$γ_{1}$	-0.7924	-3.18
$γ_{2}$	1.1458	3.23
$γ_{3}$	-0.5833	-3.02
$γ_{4}$	0.3659	2.38
$γ_{5}$	-0.2839	-1.97
$γ_{6}$	0.2310	2.11

V-Lab

Sandon Capital Investments Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.86% (-1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sandon Capital Investments Ltd Analyses