S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	4.7873	27.50
$α$	0.2236	5.02
$β$	0.0000	0.00
$γ$	-0.1281	-2.08

V-Lab

Peter Warren Automotive Hold GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:34.77% (-8.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peter Warren Automotive Hold Analyses