S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0342	14.48
$α$	0.0759	35.65
$β$	0.9137	345.96
$γ$	-0.0250	-0.75

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Abacus Group AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:17.91% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses