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
$ω$	0.9127	5.49
$α$	0.1682	4.85
$β$	0.5145	5.83
$γ_{1}$	-0.5183	-1.84
$γ_{2}$	0.5118	1.24
$γ_{3}$	0.2019	0.75
$γ_{4}$	-0.3144	-0.85
$γ_{5}$	0.4663	1.09
$γ_{6}$	-1.0063	-2.68
$γ_{7}$	0.9907	2.55
$γ_{8}$	-0.1869	-0.44
$γ_{9}$	-0.2568	-0.51

V-Lab

Saunders International Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:33.66% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Saunders International Ltd Analyses