S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0551	23.30
$α$	0.0977	40.19
$β$	0.8668	283.37
$γ$	0.2678	13.48

V-Lab

Commonwealth Bank of Australia AGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:39.46% (-2.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commonwealth Bank of Australia Analyses