S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.4375	6.64
$α$	0.1299	3.63
$β$	0.0812	0.80
$γ_{1}$	0.8975	3.05
$γ_{2}$	-1.2771	-2.49
$γ_{3}$	0.3675	0.92
$γ_{4}$	0.1435	0.53
$γ_{5}$	0.0523	0.23
$γ_{6}$	-0.7062	-2.86
$γ_{7}$	0.8958	3.21
$γ_{8}$	-0.4699	-1.61
$γ_{9}$	0.4938	1.22

V-Lab

Treasury Wine Estates Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:57.08% (+12.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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