S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0272	14.49
$α$	0.0663	11.02
$β$	0.9259	388.07
$γ$	-0.0013	-0.11

V-Lab

Abacus Group GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.77% (+3.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abacus Group Analyses