S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0341	14.54
$α$	0.0756	35.66
$β$	0.9140	347.79
$γ$	-0.0230	-0.69

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Abacus Group AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:20.30% (+0.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses