S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8004	13.76
$α$	0.0790	36.86
$β$	0.9825	644.65
$ν$	9.6188	4.91

V-Lab

S&P/ASX 200 GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:9.89% (-0.06%)

Date Range:

Parameter Estimates

Other S&P/ASX 200 Analyses