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
$ω$	0.6572	3.65
$α$	0.0704	3.98
$β$	0.7341	9.36
$γ_{1}$	-0.9326	-2.64
$γ_{2}$	1.3373	2.50
$γ_{3}$	-0.5283	-1.24
$γ_{4}$	0.0645	0.16
$γ_{5}$	0.0549	0.19
$γ_{6}$	0.3086	1.35
$γ_{7}$	-0.8090	-3.72
$γ_{8}$	0.7607	3.77
$γ_{9}$	-0.2689	-1.53
$γ_{10}$	0.4951	1.41

V-Lab

SRG Global Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:59.84% (-1.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SRG Global Ltd Analyses