S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	12.5315	6.50
$α$	0.1172	21.42
$β$	0.9536	129.62
$ν$	3.9780	10.29

V-Lab

Navigator Global Investments Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:53.28% (+5.54%)

Date Range:

Parameter Estimates

Other Navigator Global Investments Ltd Analyses