S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0183	27.29
$α$	0.0963	37.90
$β$	0.8824	335.24

V-Lab

S&P/ASX 200 GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:8.65% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses