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
$ω$	0.1049	3.91
$α$	0.0530	14.07
$β$	0.9637	420.64
$γ$	-0.0346	-6.63

V-Lab

Marmota Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:161.94% (-0.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marmota Limited Analyses