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
$ω$	0.9139	6.01
$α$	0.1322	6.83
$β$	0.7516	20.56
$γ_{1}$	0.1242	2.47
$γ_{2}$	-0.2960	-4.18
$γ_{3}$	0.2067	3.67
$γ_{4}$	0.0424	0.66
$γ_{5}$	-0.1797	-2.66
$γ_{6}$	0.2842	3.80
$γ_{7}$	-0.3479	-4.39
$γ_{8}$	0.2086	2.82
$γ_{9}$	-0.0568	-0.95
$γ_{10}$	0.0363	0.85

V-Lab

Metcash Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.68% (+10.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metcash Ltd Analyses