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
$ω$	0.8186	4.39
$α$	0.1588	6.50
$β$	0.6044	10.89
$γ_{1}$	-0.2251	-3.27
$γ_{2}$	0.3139	3.20
$γ_{3}$	-0.1295	-2.15
$γ_{4}$	0.0732	1.45
$γ_{5}$	-0.0851	-1.98
$γ_{6}$	0.1173	2.68
$γ_{7}$	-0.0960	-1.98
$γ_{8}$	0.0385	0.99

V-Lab

Tivan Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:80.97% (-10.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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