S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0713	6.61
$α$	0.0004	0.21
$β$	0.9462	297.45
$γ$	0.1065	7.68

V-Lab

Sietel Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:38.50% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sietel Ltd Analyses