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
$ω$	1.2151	3.51
$α$	0.0692	4.18
$β$	0.8302	17.92
$γ_{1}$	-0.7043	-2.12
$γ_{2}$	0.9200	1.85
$γ_{3}$	-0.2215	-0.56
$γ_{4}$	-0.0682	-0.16
$γ_{5}$	0.5012	1.30
$γ_{6}$	-0.9710	-2.62
$γ_{7}$	0.6272	1.41
$γ_{8}$	0.4318	0.97
$γ_{9}$	-1.6671	-3.23

V-Lab

Veris Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:26.28% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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