S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.1051	18.96
$α$	0.1112	14.40
$β$	0.8171	122.80
$γ$	0.0222	1.74

V-Lab

WAM Capital Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.77% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WAM Capital Ltd Analyses