S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0735	10.94
$α$	0.0135	8.72
$β$	0.9396	331.30
$γ$	0.0656	10.13

V-Lab

SGH Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:27.16% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SGH Ltd Analyses