S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0267	11.85
$α$	0.0174	13.38
$β$	0.9715	962.79
$γ$	0.0109	4.70

V-Lab

Sims Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:32.47% (-0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sims Ltd Analyses