S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1187	23.64
$α$	0.2673	37.58
$β$	0.9271	275.58
$γ$	-0.0177	-2.96

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Computershare Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:45.53% (+5.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computershare Ltd Analyses