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
$ω$	0.0796	8.85
$α$	0.0130	0.00
$β$	0.9641	507.70
$γ$	1.0000	0.00
$δ$	1.9293	24.74

V-Lab

Nick Scali Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:35.99% (+1.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nick Scali Ltd Analyses