S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0206	22.06
$α$	0.0142	7.01
$β$	0.8939	418.90
$γ$	0.1314	23.77

V-Lab

S&P/ASX 200 GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:20.91% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses