S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.4352	6.67
$α$	0.1325	3.61
$β$	0.0492	0.51
$γ_{1}$	0.8861	3.01
$γ_{2}$	-1.2564	-2.44
$γ_{3}$	0.3498	0.88
$γ_{4}$	0.1613	0.59
$γ_{5}$	0.0255	0.11
$γ_{6}$	-0.6529	-2.69
$γ_{7}$	0.7802	2.90
$γ_{8}$	-0.2010	-0.72
$γ_{9}$	-0.2000	-0.91

V-Lab

Treasury Wine Estates Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:50.06% (+15.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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