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
$ω$	0.0236	35.19
$α$	0.0752	36.10
$β$	0.9132	446.36
$γ$	0.7560	29.48
$δ$	1.0754	40.97

V-Lab

S&P/ASX 200 APARCH Volatility Analysis

Volatility Prediction for Tuesday, March 17th, 2026:19.34% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses