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
$ω$	7.0261	27.51
$α$	0.1577	25.30
$β$	0.6903	91.38
$γ$	-0.9504	-3.88

V-Lab

S&P / ASX 200 Volatility Index AGARCH Volatility Analysis

Volatility Prediction for Thursday, January 1st, 2026:89.56% (-5.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P / ASX 200 Volatility Index Analyses