S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9924	10.70
$α$	0.0966	9.29
$β$	0.8814	82.76
$γ_{1}$	0.0001	0.40

V-Lab

S&P/ASX 200 Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:16.85% (+1.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses