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
$ω$	1.0800	10.20
$α$	0.1371	6.70
$β$	0.5719	10.06
$γ_{1}$	0.0606	1.93
$γ_{2}$	-0.0671	-1.40
$γ_{3}$	-0.0492	-1.23
$γ_{4}$	0.1971	4.51
$γ_{5}$	-0.3044	-7.55
$γ_{6}$	0.2766	6.82
$γ_{7}$	-0.1824	-4.03
$γ_{8}$	0.1109	2.92
$γ_{9}$	-0.0800	-2.40
$γ_{10}$	0.0590	2.23

V-Lab

GWA Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:53.42% (+20.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GWA Group Ltd Analyses