S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1200	5.47
$α$	0.0079	2.18
$β$	0.9380	185.11
$γ$	0.0792	5.88

V-Lab

Qualitas Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:45.42% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Qualitas Ltd Analyses