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
$ω$	1.5566	6.33
$α$	0.0644	7.05
$β$	0.8939	61.58
$γ_{1}$	-0.0029	-0.07
$γ_{2}$	-0.0357	-0.55
$γ_{3}$	0.1426	3.50
$γ_{4}$	-0.1877	-5.89
$γ_{5}$	0.1258	3.62
$γ_{6}$	-0.0966	-2.30
$γ_{7}$	0.1247	2.03
$γ_{8}$	-0.1005	-1.64

V-Lab

Spark New Zealand Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.40% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

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