S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0436	9.89
$α$	0.0966	9.35
$β$	0.8817	83.20
$γ_{1}$	0.0006	1.08

V-Lab

S&P/ASX 200 Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 19th, 2026:15.80% (-0.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses