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
$ω$	1.4180	9.55
$α$	0.0954	9.70
$β$	0.8777	74.89
$γ_{1}$	0.0031	3.32
$γ_{2}$	-0.0035	-2.95

V-Lab

ANZ Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:42.89% (-2.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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