S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0185	16.96
$α$	0.0235	15.03
$β$	0.9417	557.54
$γ$	0.0503	12.46

V-Lab

GPT Group/The GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:22.66% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GPT Group/The Analyses