S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.0494	11.68
$α$	0.0242	12.60
$β$	0.9309	348.79
$γ$	0.0496	8.56

V-Lab

Westpac Banking GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:19.98% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westpac Banking Analyses