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
$ω$	0.8011	4.33
$α$	0.1600	6.49
$β$	0.5974	10.75
$γ_{1}$	-0.2362	-3.42
$γ_{2}$	0.3320	3.39
$γ_{3}$	-0.1429	-2.39
$γ_{4}$	0.0872	1.73
$γ_{5}$	-0.1032	-2.41
$γ_{6}$	0.1471	3.33
$γ_{7}$	-0.1569	-2.94
$γ_{8}$	0.1905	2.33

V-Lab

Tivan Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:94.41% (-9.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tivan Ltd Analyses