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
$ω$	1.0963	4.75
$α$	0.0725	6.66
$β$	0.8916	36.19
$γ_{1}$	0.1899	0.68
$γ_{2}$	0.4765	1.01
$γ_{3}$	-1.2126	-3.15
$γ_{4}$	1.2451	3.67
$γ_{5}$	-1.8257	-3.93
$γ_{6}$	1.8511	2.87
$γ_{7}$	-1.1310	-1.56
$γ_{8}$	0.8516	1.62
$γ_{9}$	-0.7743	-2.22
$γ_{10}$	1.2342	2.92

V-Lab

Spenda Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:396.51% (-8.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spenda Ltd Analyses