S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.2976	23.12
$α$	0.1248	20.18
$β$	0.7959	142.92
$γ$	0.0386	3.01

V-Lab

Computershare Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:39.48% (+2.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computershare Ltd Analyses