S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0257	7.36
$α$	0.0762	21.35
$β$	0.9946	1,344.04
$γ$	-0.0192	-3.39

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NGE Capital Limited EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:39.51% (-0.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NGE Capital Limited Analyses