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
$ω$	0.2873	12.34
$α$	0.0666	22.30
$β$	0.8847	172.39
$γ$	0.6960	6.80

V-Lab

Nick Scali Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.62% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nick Scali Ltd Analyses