S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0031	1.99
$α$	0.0830	39.03
$β$	0.8853	341.70
$γ$	0.5373	30.62

V-Lab

S&P/ASX 200 AGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:13.46% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses