S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0575	9.78
$α$	0.1023	8.77
$β$	0.8624	66.31
$γ_{1}$	0.0005	0.83

V-Lab

National Australia Bank Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.50% (+0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National Australia Bank Ltd Analyses