S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	9.2385	4.52
$α$	0.0535	29.44
$β$	0.9803	249.00
$ν$	2.7558	22.52

V-Lab

Nick Scali Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:55.96% (+6.93%)

Date Range:

Parameter Estimates

Other Nick Scali Ltd Analyses