S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2292	11.49
$α$	0.1485	11.94
$β$	0.9351	217.82
$γ$	0.1284	9.46

V-Lab

Australian Strategic Matl EGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:127.55% (-10.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Strategic Matl Analyses