S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7826	18.65
$α$	0.1016	11.97
$β$	0.7533	72.24
$γ$	0.0355	2.15

V-Lab

Lycopodium Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:49.72% (+17.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lycopodium Ltd Analyses