S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7340	16.66
$α$	0.0955	13.26
$β$	0.6856	52.28
$γ$	0.0504	3.76

V-Lab

IRESS Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:41.94% (+8.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IRESS Ltd Analyses