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
$ω$	0.0676	19.69
$α$	0.1041	18.41
$β$	0.8337	180.34
$γ$	0.0550	5.09

V-Lab

Pengana International Equities Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:16.37% (-0.75%)

Date Range:

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News Impact Curve

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