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
$ω$	2.0737	5.83
$α$	0.1904	3.40
$β$	0.3586	1.97
$γ_{1}$	3.3339	5.07
$γ_{2}$	-5.0664	-4.32
$γ_{3}$	2.7900	2.71
$γ_{4}$	-2.0632	-2.07
$γ_{5}$	2.5512	1.76
$γ_{6}$	-3.9764	-1.60

V-Lab

Tuas Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:27.33% (-2.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tuas Limited Analyses