S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.4364	6.61
$α$	0.1346	3.70
$β$	0.0813	0.82
$γ_{1}$	0.9009	3.05
$γ_{2}$	-1.2823	-2.48
$γ_{3}$	0.3696	0.93
$γ_{4}$	0.1433	0.52
$γ_{5}$	0.0521	0.23
$γ_{6}$	-0.7063	-2.85
$γ_{7}$	0.8993	3.21
$γ_{8}$	-0.4841	-1.66
$γ_{9}$	0.5468	1.42

V-Lab

Treasury Wine Estates Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:44.80% (-3.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Treasury Wine Estates Ltd Analyses