S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0236	13.64
$α$	0.0701	31.12
$β$	0.9299	396.56
$γ$	0.0392	1.83
$δ$	1.6292	30.17

V-Lab

Abacus Group APARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:21.15% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses