S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	168.7868	5.10
$α$	0.1200	42.16
$β$	0.9958	1,434.85
$ν$	4.1813	16.26

V-Lab

Australian Strategic Matl GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:133.31% (-1.75%)

Date Range:

Parameter Estimates

Other Australian Strategic Matl Analyses