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
$ω$	0.0125	17.54
$α$	0.1069	25.36
$β$	0.9931	1,786.11
$γ$	-0.0003	-0.06

V-Lab

Spark New Zealand Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.13% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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