S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3889	6.17
$α$	0.0476	24.28
$β$	0.9898	631.65
$ν$	6.1982	5.44

V-Lab

ANZ Group Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.93% (-0.56%)

Date Range:

Parameter Estimates

Other ANZ Group Holdings Ltd Analyses