S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0163	10.86
$α$	0.1238	34.15
$β$	0.9907	1,154.67
$γ$	-0.0205	-3.39

V-Lab

Abacus Group EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.12% (+2.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses