S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	-0.0053	-3.66
$α$	0.1411	36.68
$β$	0.9736	875.53
$γ$	-0.1017	-31.19

V-Lab

S&P/ASX 200 EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:12.94% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses