S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7365	4.68
$α$	0.0679	7.62
$β$	0.9221	89.70
$γ_{1}$	-0.0010	-1.73

V-Lab

Abacus Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:21.66% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses