S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0492	24.05
$α$	0.0663	20.09
$β$	0.9073	418.09
$γ$	0.0110	1.75

V-Lab

Dexus GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.36% (+2.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dexus Analyses