S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.2074	10.37
$α$	0.0234	9.13
$β$	0.9567	352.50
$γ$	0.0158	4.12

V-Lab

Acrux Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:78.90% (+1.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Acrux Ltd Analyses