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
$ω$	0.0212	3.11
$α$	0.0441	13.56
$β$	0.9921	535.42
$γ$	-0.0514	-14.60

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Nick Scali Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.30% (+1.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nick Scali Ltd Analyses