S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0174	9.29
$α$	0.0128	8.61
$β$	0.9595	601.93
$γ$	0.0402	10.17

V-Lab

ANZ Group Holdings Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.81% (-0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ANZ Group Holdings Ltd Analyses