S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1188	23.65
$α$	0.2675	37.58
$β$	0.9270	275.49
$γ$	-0.0178	-2.97

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Computershare Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:40.76% (+3.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computershare Ltd Analyses