S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.7600	4.19
$α$	0.0729	6.81
$β$	0.8973	55.91
$γ_{1}$	0.1885	3.30
$γ_{2}$	-0.3377	-4.05
$γ_{3}$	0.2122	4.13
$γ_{4}$	-0.0909	-1.87
$γ_{5}$	0.1075	1.58
$γ_{6}$	-0.2550	-1.93

V-Lab

Abacus Group Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:19.36% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses