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
$ω$	1.5003	6.42
$α$	0.0625	7.50
$β$	0.9051	73.21
$γ_{1}$	-0.0297	-2.30
$γ_{2}$	0.0701	3.87
$γ_{3}$	-0.0644	-5.32
$γ_{4}$	0.0201	1.54
$γ_{5}$	0.0507	1.96

V-Lab

Spark New Zealand Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:23.87% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

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