S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0473	21.59
$α$	0.1002	37.92
$β$	0.8854	302.92
$γ$	0.1969	13.68
$δ$	1.2277	31.29

V-Lab

Commonwealth Bank of Australia APARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:27.22% (+8.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commonwealth Bank of Australia Analyses