S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.2091	10.38
$α$	0.0234	9.11
$β$	0.9566	350.27
$γ$	0.0157	4.10

V-Lab

Acrux Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:71.35% (-1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Acrux Ltd Analyses