S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.4682	8.89
$α$	0.0406	13.30
$β$	0.9240	360.25
$γ$	0.0481	6.11

V-Lab

Cogstate Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:54.01% (+0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cogstate Ltd Analyses