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
$ω$	1.0368	8.28
$α$	0.1146	8.32
$β$	0.7974	34.68
$γ_{1}$	0.0185	0.58
$γ_{2}$	0.0019	0.04
$γ_{3}$	-0.0408	-1.00
$γ_{4}$	-0.0116	-0.25
$γ_{5}$	0.1147	2.53
$γ_{6}$	-0.1927	-5.29
$γ_{7}$	0.1959	5.09
$γ_{8}$	-0.1106	-2.61
$γ_{9}$	0.0219	0.52
$γ_{10}$	0.0041	0.13

V-Lab

Wesfarmers Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:32.16% (-3.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wesfarmers Ltd Analyses