S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0217	12.05
$α$	0.0323	8.95
$β$	0.9457	313.68
$γ$	0.0167	1.84

V-Lab

Region Group GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:14.58% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Region Group Analyses