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
$ω$	0.1293	11.37
$α$	0.1232	17.45
$β$	0.9685	331.12
$γ$	-0.0074	-0.97

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Critica Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:126.81% (-2.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Critica Ltd Analyses