S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0204	21.98
$α$	0.0142	7.02
$β$	0.8945	418.40
$γ$	0.1303	23.59

V-Lab

S&P/ASX 200 GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.54% (+5.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses