S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	6.9686	9.72
$α$	0.0432	62.94
$β$	0.9990	8,919.64
$ν$	5.1769	20.88

V-Lab

ASX Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:17.16% (-0.25%)

Date Range:

Parameter Estimates

Other ASX Ltd Analyses