S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7358	4.67
$α$	0.0681	7.62
$β$	0.9219	89.34
$γ_{1}$	-0.0010	-1.74

V-Lab

Abacus Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:22.67% (+3.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses