S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.7115	7.28
$α$	0.0337	9.28
$β$	0.9308	320.09
$γ$	0.0455	6.41

V-Lab

TZ Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:104.40% (-2.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TZ Limited Analyses