S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0254	1.70
$α$	0.0499	3.15
$β$	0.9947	258.49
$γ$	-0.0209	-3.69

V-Lab

Embelton Limited EGARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:17.59% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Embelton Limited Analyses