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
$ω$	1.1461	11.00
$α$	0.0735	9.92
$β$	0.9036	96.12
$γ_{1}$	0.0010	2.42

V-Lab

Dexus Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.73% (+2.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dexus Analyses