S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0076	-5.48
$α$	0.1489	40.11
$β$	0.9710	856.27
$γ$	-0.0992	-31.39

V-Lab

Australian Stock Exchange All Ordinaries Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.73% (+4.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Stock Exchange All Ordinaries Index Analyses