S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0550	25.65
$α$	0.0778	42.87
$β$	0.8990	411.83
$γ$	0.0410	1.54

V-Lab

Dexus AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.14% (+2.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dexus Analyses