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
$ω$	1.3224	9.56
$α$	0.0938	9.49
$β$	0.8801	72.96
$γ_{1}$	0.0015	3.02

V-Lab

ANZ Group Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:42.98% (-2.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ANZ Group Holdings Ltd Analyses