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
$ω$	1.0464	8.37
$α$	0.1179	8.45
$β$	0.7906	33.93
$γ_{1}$	0.0190	0.61
$γ_{2}$	0.0015	0.03
$γ_{3}$	-0.0404	-1.00
$γ_{4}$	-0.0133	-0.29
$γ_{5}$	0.1176	2.62
$γ_{6}$	-0.1956	-5.40
$γ_{7}$	0.1967	5.13
$γ_{8}$	-0.1073	-2.55
$γ_{9}$	0.0132	0.32
$γ_{10}$	0.0138	0.48

V-Lab

Wesfarmers Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:18.19% (+0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wesfarmers Ltd Analyses