S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0184	16.92
$α$	0.0234	15.01
$β$	0.9418	559.29
$γ$	0.0503	12.51

V-Lab

GPT Group/The GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:26.54% (+0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GPT Group/The Analyses