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
$ω$	0.7416	16.72
$α$	0.0968	13.30
$β$	0.6826	51.75
$γ$	0.0502	3.73

V-Lab

IRESS Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:30.98% (-2.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IRESS Ltd Analyses