S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0567	34.86
$α$	0.2307	80.33
$β$	0.7429	224.12
$γ$	0.0661	14.78
$δ$	0.9734	24.12

V-Lab

Commonwealth Bank of Australia Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.79% (-0.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commonwealth Bank of Australia Analyses