S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	9.3660	6.37
$α$	0.1110	29.01
$β$	0.9591	151.29
$ν$	3.0345	22.95

V-Lab

Australian Vintage Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:42.12% (-5.55%)

Date Range:

Parameter Estimates

Other Australian Vintage Ltd Analyses