S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.9908	9.36
$α$	0.0575	6.28
$β$	0.9203	71.11
$γ_{1}$	0.0020	1.16

V-Lab

Westpac Banking Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:23.40% (+0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westpac Banking Analyses