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
$ω$	1.9253	5.12
$α$	0.2124	5.06
$β$	0.6066	10.96
$γ_{1}$	0.1931	2.45
$γ_{2}$	-0.2459	-1.97
$γ_{3}$	0.2396	2.45
$γ_{4}$	-0.4020	-4.47
$γ_{5}$	0.2393	2.81
$γ_{6}$	0.0358	0.37
$γ_{7}$	-0.0325	-0.30
$γ_{8}$	-0.0661	-0.67
$γ_{9}$	0.0553	0.51
$γ_{10}$	-0.0340	-0.35

V-Lab

GrainCorp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:29.95% (-1.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GrainCorp Ltd Analyses