S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.1145	10.44
$α$	0.1366	6.63
$β$	0.5668	9.82
$γ_{1}$	0.0721	2.29
$γ_{2}$	-0.0788	-1.65
$γ_{3}$	-0.0563	-1.42
$γ_{4}$	0.2158	4.97
$γ_{5}$	-0.3267	-8.16
$γ_{6}$	0.2956	7.43
$γ_{7}$	-0.1953	-4.43
$γ_{8}$	0.1187	3.10
$γ_{9}$	-0.0822	-2.02
$γ_{10}$	0.0452	0.75

V-Lab

GWA Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.33% (+4.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GWA Group Ltd Analyses