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
$α$	0.0144	7.11
$β$	0.8938	417.07
$γ$	0.1312	23.64

V-Lab

S&P/ASX 200 GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:16.65% (+1.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S&P/ASX 200 Analyses