S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2974	23.11
$α$	0.1245	20.17
$β$	0.7961	143.07
$γ$	0.0390	3.04

V-Lab

Computershare Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:36.57% (-2.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computershare Ltd Analyses