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
$ω$	0.0540	24.93
$α$	0.0618	23.57
$β$	0.8873	324.91
$γ$	0.0515	9.47

V-Lab

Westpac Banking Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:21.43% (+1.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westpac Banking Corp Analyses