S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9962	10.65
$α$	0.0959	9.26
$β$	0.8824	83.28
$γ_{1}$	0.0001	0.48

V-Lab

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

Volatility Prediction for Wednesday, January 28th, 2026:9.83% (+0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses