S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0292	7.63
$α$	0.0471	16.28
$β$	0.9527	606.79
$γ$	0.0005	0.09

V-Lab

NGE Capital Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:37.30% (+0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NGE Capital Limited Analyses