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
$ω$	2.7630	14.11
$α$	0.1797	6.48
$β$	0.8190	81.32
$γ$	-0.1797	-7.26

V-Lab

Australian Strategic Matl GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:123.75% (-9.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Strategic Matl Analyses