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
$ω$	1.1882	6.64
$α$	0.1756	7.17
$β$	0.6211	12.78
$γ_{1}$	-0.1914	-2.23
$γ_{2}$	0.3237	2.40
$γ_{3}$	-0.0832	-0.87
$γ_{4}$	-0.2314	-2.47
$γ_{5}$	0.2751	2.91
$γ_{6}$	-0.0898	-1.03
$γ_{7}$	0.0370	0.42
$γ_{8}$	-0.0648	-0.61
$γ_{9}$	0.0038	0.04
$γ_{10}$	0.0340	0.48

V-Lab

WAM Capital Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:16.82% (+0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WAM Capital Ltd Analyses