S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0216	25.49
$α$	0.0198	9.70
$β$	0.8867	409.35
$γ$	0.1290	23.13

V-Lab

Australian Stock Exchange All Ordinaries Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:13.96% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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