S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9907	10.65
$α$	0.0956	9.23
$β$	0.8826	83.22
$γ_{1}$	0.0001	0.41

V-Lab

S&P/ASX 200 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:9.43% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses