S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0207	11.57
$α$	0.1024	8.81
$β$	0.8623	66.10
$γ_{1}$	0.0001	0.93

V-Lab

National Australia Bank Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.13% (+0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Australia Bank Ltd Analyses