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
$m$	66
$α$	0.0412	12.92
$β$	0.8337	78.60
$γ$	0.0643	11.08
$λ_{1}$	0.0254	2.47
$λ_{2}$	0.0774	3.38
$λ_{3}$	0.9176	37.59

V-Lab

Charter Hall Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:36.93% (+8.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Charter Hall Group Analyses