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
$ω$	1.0772	10.19
$α$	0.1366	6.65
$β$	0.5679	9.83
$γ_{1}$	0.0601	1.92
$γ_{2}$	-0.0666	-1.40
$γ_{3}$	-0.0494	-1.25
$γ_{4}$	0.1977	4.56
$γ_{5}$	-0.3051	-7.63
$γ_{6}$	0.2766	6.88
$γ_{7}$	-0.1820	-4.05
$γ_{8}$	0.1124	2.97
$γ_{9}$	-0.0849	-2.56
$γ_{10}$	0.0647	2.46

V-Lab

GWA Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:24.85% (+0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GWA Group Ltd Analyses