S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2981	23.13
$α$	0.1249	20.19
$β$	0.7956	142.61
$γ$	0.0386	3.01

V-Lab

Computershare Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:36.53% (-2.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computershare Ltd Analyses