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
$ω$	0.0185	16.94
$α$	0.0235	15.01
$β$	0.9416	556.51
$γ$	0.0505	12.49

V-Lab

GPT Group/The GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.30% (+2.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GPT Group/The Analyses