S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	15.8912	6.06
$α$	0.0904	24.33
$β$	0.9705	205.74
$ν$	3.9472	11.16

V-Lab

Austin Engineering Limited GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:41.52% (-2.97%)

Date Range:

Parameter Estimates

Other Austin Engineering Limited Analyses