S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0562	23.81
$α$	0.0772	21.89
$β$	0.8726	292.53
$γ$	0.0338	5.25

V-Lab

Commonwealth Bank of Australia GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:32.15% (-1.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commonwealth Bank of Australia Analyses