S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7379	4.65
$α$	0.0682	7.63
$β$	0.9218	89.34
$γ_{1}$	-0.0010	-1.72

V-Lab

Abacus Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:19.13% (+0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses