S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0259	11.70
$α$	0.0167	13.19
$β$	0.9722	988.00
$γ$	0.0111	4.85

V-Lab

Sims Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.51% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sims Ltd Analyses