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
$m$	71
$α$	0.0789	28.11
$β$	0.7870	128.41
$γ$	0.0690	15.46
$λ_{1}$	0.0500	3.08
$λ_{2}$	0.0985	3.50
$λ_{3}$	0.8758	23.73

V-Lab

Westpac Banking Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:18.79% (+0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westpac Banking Corp Analyses