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
$ω$	1.0751	3.08
$α$	0.0858	2.56
$β$	0.0000	0.00
$γ_{1}$	-6.0138	-2.27
$γ_{2}$	8.5036	2.06
$γ_{3}$	-8.5094	-2.11
$γ_{4}$	13.3191	2.72
$γ_{5}$	-10.3968	-2.17
$γ_{6}$	5.2511	0.92
$γ_{7}$	-5.6918	-0.79
$γ_{8}$	-3.7057	-0.48
$γ_{9}$	47.7457	5.22

V-Lab

Sietel Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:310.13% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sietel Ltd Analyses