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
$ω$	0.7627	3.92
$α$	0.0712	6.86
$β$	0.9024	57.67
$γ_{1}$	0.1787	2.99
$γ_{2}$	-0.3175	-3.65
$γ_{3}$	0.1857	3.55
$γ_{4}$	-0.0419	-0.93
$γ_{5}$	0.0096	0.24
$γ_{6}$	-0.0327	-1.18

V-Lab

Abacus Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:25.65% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses