S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.4386	6.62
$α$	0.1426	3.73
$β$	0.0489	0.53
$γ_{1}$	0.8936	3.01
$γ_{2}$	-1.2678	-2.44
$γ_{3}$	0.3541	0.88
$γ_{4}$	0.1609	0.59
$γ_{5}$	0.0253	0.11
$γ_{6}$	-0.6483	-2.66
$γ_{7}$	0.7693	2.86
$γ_{8}$	-0.1852	-0.67
$γ_{9}$	-0.2141	-1.00

V-Lab

Treasury Wine Estates Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:59.18% (+8.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Treasury Wine Estates Ltd Analyses