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	13.81
$α$	0.0793	36.85
$β$	0.9824	645.90
$ν$	9.6324	4.92

V-Lab

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

Volatility Prediction for Monday, February 2nd, 2026:10.52% (+1.14%)

Date Range:

Parameter Estimates

Other S&P/ASX 200 Analyses