S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0629	37.64
$α$	0.1967	45.32
$β$	0.7507	233.86
$γ$	0.0389	5.19

V-Lab

Commonwealth Bank of Australia Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:32.55% (-3.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commonwealth Bank of Australia Analyses