S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.8732	17.64
$α$	0.0976	25.44
$β$	0.8354	159.06
$γ$	0.4805	1.64

V-Lab

Critica Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:133.34% (-9.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Critica Ltd Analyses