S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7992	13.67
$α$	0.0792	36.83
$β$	0.9825	643.00
$ν$	9.5923	4.93

V-Lab

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

Volatility Prediction for Tuesday, January 13th, 2026:8.33% (+0.18%)

Date Range:

Parameter Estimates

Other S&P/ASX 200 Analyses