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
$ω$	0.2212	13.76
$α$	0.2250	29.01
$β$	0.8391	69.15
$γ$	-0.0310	-3.39

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IRESS Ltd EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:32.25% (-1.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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