S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0076	-5.49
$α$	0.1501	40.34
$β$	0.9707	851.52
$γ$	-0.0997	-31.50

V-Lab

Australian Stock Exchange All Ordinaries Index EGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:16.64% (+2.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Stock Exchange All Ordinaries Index Analyses