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
$ω$	1.1506	22.95
$α$	0.1443	16.90
$β$	0.7030	73.40
$γ$	0.0790	4.22

V-Lab

Codan Ltd/Australia GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:45.61% (-2.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Codan Ltd/Australia Analyses