S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0103	6.95
$α$	0.1101	30.93
$β$	0.9906	1,590.09
$γ$	-0.0441	-11.91

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GPT Group/The EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:23.08% (-0.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GPT Group/The Analyses