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
$ω$	0.0103	6.96
$α$	0.1099	30.94
$β$	0.9906	1,592.67
$γ$	-0.0440	-11.91

V-Lab

GPT Group/The EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:24.50% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GPT Group/The Analyses