S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0840	21.60
$α$	0.0728	16.76
$β$	0.8454	235.41
$γ$	0.0765	8.31

V-Lab

National Australia Bank Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.89% (+1.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Australia Bank Ltd Analyses