S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	3.2505	11.66
$α$	0.0788	7.92
$β$	0.8150	90.07
$γ$	0.0256	1.06

V-Lab

Novatti Group Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:94.37% (-3.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Novatti Group Limited Analyses