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
$ω$	2.6804	6.53
$α$	0.1425	5.41
$β$	0.7005	13.24
$γ_{1}$	-0.2691	-1.23
$γ_{2}$	0.6910	1.78
$γ_{3}$	-0.4354	-1.30
$γ_{4}$	-0.1306	-0.47
$γ_{5}$	0.3985	1.36
$γ_{6}$	-0.5411	-1.81
$γ_{7}$	0.7678	2.07
$γ_{8}$	-1.1856	-1.96
$γ_{9}$	1.3545	1.55

V-Lab

Solvar Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:60.74% (+5.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Solvar Ltd Analyses