S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	-0.0052	-3.65
$α$	0.1403	36.41
$β$	0.9738	879.66
$γ$	-0.1012	-31.10

V-Lab

S&P/ASX 200 EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:14.98% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses