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
$ω$	1.4426	4.45
$α$	0.1301	5.11
$β$	0.7267	11.35
$γ_{1}$	-0.0893	-0.28
$γ_{2}$	0.6254	1.22
$γ_{3}$	-1.4137	-3.68
$γ_{4}$	1.6157	5.29
$γ_{5}$	-0.9828	-3.85
$γ_{6}$	0.1076	0.32
$γ_{7}$	0.4429	1.20
$γ_{8}$	-0.5013	-1.80
$γ_{9}$	0.2670	0.79
$γ_{10}$	-0.2225	-0.40

V-Lab

Spacetalk Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:70.54% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spacetalk Ltd Analyses