S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3169	8.90
$α$	0.0826	30.63
$β$	0.9831	498.78
$ν$	7.1433	6.69

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ANZ Group Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.62% (-0.63%)

Date Range:

Parameter Estimates

Other ANZ Group Holdings Ltd Analyses