S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.1355	3.97
$α$	0.0217	2.84
$β$	0.9545	240.55
$γ$	0.0179	1.24

V-Lab

First Au Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:177.36% (+1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other First Au Limited Analyses