S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.6634	6.02
$α$	0.0612	5.24
$β$	0.9054	95.78
$γ$	0.0437	2.59

V-Lab

archTIS Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:96.59% (-3.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other archTIS Limited Analyses