S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0736	11.44
$α$	0.0929	10.03
$β$	0.8739	74.40
$γ_{1}$	0.0015	2.93

V-Lab

Commonwealth Bank of Australia Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:43.98% (+6.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commonwealth Bank of Australia Analyses