S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	2.6217	12.26
$α$	0.1580	10.81
$β$	0.6342	29.07
$γ$	0.1641	4.64

V-Lab

Straker Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:52.89% (-5.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Straker Ltd Analyses