S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9423	9.91
$α$	0.0877	6.96
$β$	0.7017	38.52
$γ$	0.1582	2.61

V-Lab

Pepper Money Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:68.27% (-11.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pepper Money Ltd Analyses