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
$ω$	0.7533	9.21
$α$	0.1821	8.50
$β$	0.6666	19.78
$γ_{1}$	0.1635	4.94
$γ_{2}$	-0.2853	-5.45
$γ_{3}$	0.1514	3.44
$γ_{4}$	-0.0015	-0.04
$γ_{5}$	-0.0565	-1.77
$γ_{6}$	0.0354	1.64

V-Lab

WAM Research Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:16.48% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WAM Research Ltd Analyses