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
$ω$	0.8965	8.00
$α$	0.0977	8.63
$β$	0.8626	64.21
$γ_{1}$	0.0156	0.69
$γ_{2}$	-0.0570	-1.68
$γ_{3}$	0.1138	5.17
$γ_{4}$	-0.1449	-6.82
$γ_{5}$	0.1064	4.42
$γ_{6}$	-0.0293	-1.24
$γ_{7}$	-0.0395	-1.22

V-Lab

S&P/ASX 200 Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:16.89% (-0.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses