S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0195	18.27
$α$	0.1764	38.82
$β$	0.9683	689.17
$γ$	-0.0347	-7.43

V-Lab

Commonwealth Bank of Australia EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:26.82% (+7.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commonwealth Bank of Australia Analyses