S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.0971	23.99
$α$	0.1645	18.63
$β$	0.7949	151.93
$γ$	-0.0171	-1.31

V-Lab

WAM Research Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.51% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WAM Research Ltd Analyses