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
$ω$	2.0909	3.86
$α$	0.1341	4.00
$β$	0.7216	11.78
$γ_{1}$	0.6177	2.84
$γ_{2}$	-0.8451	-2.64
$γ_{3}$	0.4532	1.94
$γ_{4}$	-0.5758	-1.87

V-Lab

Summerset Group Holdings Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:30.17% (+0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Summerset Group Holdings Limited Analyses