S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	-0.0052	-3.65
$α$	0.1416	36.67
$β$	0.9735	875.47
$γ$	-0.1017	-31.21

V-Lab

S&P/ASX 200 EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:14.07% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses