S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0258	11.64
$α$	0.0166	13.15
$β$	0.9722	986.98
$γ$	0.0113	4.95

V-Lab

Sims Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.73% (+0.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sims Ltd Analyses