S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.4920	16.85
$α$	0.2771	19.24
$β$	0.8730	114.21
$γ$	0.0162	1.00

V-Lab

S&P / ASX 200 Volatility Index EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:95.23% (-9.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P / ASX 200 Volatility Index Analyses