S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8960	7.97
$α$	0.0981	8.69
$β$	0.8624	64.41
$γ_{1}$	0.0150	0.67
$γ_{2}$	-0.0559	-1.65
$γ_{3}$	0.1126	5.12
$γ_{4}$	-0.1442	-6.81
$γ_{5}$	0.1070	4.44
$γ_{6}$	-0.0312	-1.32
$γ_{7}$	-0.0353	-1.09

V-Lab

S&P/ASX 200 Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 9th, 2026:14.27% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses