S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0543	25.05
$α$	0.0699	21.12
$β$	0.8821	322.99
$γ$	0.0495	8.85

V-Lab

ANZ Group Holdings Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:40.06% (+1.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ANZ Group Holdings Ltd Analyses