S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.3907	11.55
$α$	0.0538	12.95
$β$	0.9003	185.51
$γ$	0.0317	2.83

V-Lab

Critica Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:132.13% (-4.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Critica Ltd Analyses