S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	-0.0052	-3.63
$α$	0.1414	36.79
$β$	0.9735	874.66
$γ$	-0.1020	-31.33

V-Lab

S&P/ASX 200 EGARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:19.88% (-1.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses