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
$ω$	0.0621	3.48
$α$	0.1224	3.92
$β$	0.9030	69.98
$γ$	-0.0509	-0.88

V-Lab

Embelton Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:34.20% (-1.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Embelton Limited Analyses