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
$ω$	1.1166	10.47
$α$	0.1365	6.64
$β$	0.5670	9.83
$γ_{1}$	0.0716	2.29
$γ_{2}$	-0.0784	-1.64
$γ_{3}$	-0.0555	-1.41
$γ_{4}$	0.2138	4.94
$γ_{5}$	-0.3251	-8.12
$γ_{6}$	0.2952	7.39
$γ_{7}$	-0.1959	-4.41
$γ_{8}$	0.1195	3.10
$γ_{9}$	-0.0826	-2.04
$γ_{10}$	0.0434	0.72

V-Lab

GWA Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:31.37% (-4.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GWA Group Ltd Analyses