S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0316	24.49
$α$	0.1993	36.94
$β$	0.9625	524.79
$γ$	-0.0026	-0.41

V-Lab

WAM Research Ltd EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.19% (-1.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WAM Research Ltd Analyses