S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0077	-5.50
$α$	0.1496	40.34
$β$	0.9708	852.32
$γ$	-0.0996	-31.48

V-Lab

Australian Stock Exchange All Ordinaries Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:13.13% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Stock Exchange All Ordinaries Index Analyses