S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7438	12.18
$α$	0.4015	18.16
$β$	0.7446	36.09
$γ$	-0.0535	-2.94

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Straker Ltd EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:50.82% (-6.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Straker Ltd Analyses