S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0117	17.20
$α$	0.0962	25.51
$β$	0.9922	1,528.81
$γ$	-0.0075	-1.47

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ASX Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:20.23% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ASX Ltd Analyses