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
$ω$	0.4861	5.83
$α$	0.0594	5.53
$β$	0.9145	63.57
$γ_{1}$	-0.1457	-5.80
$γ_{2}$	0.1924	5.08
$γ_{3}$	-0.0178	-0.70
$γ_{4}$	-0.1085	-3.43

V-Lab

Charter Hall Group Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:31.42% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Charter Hall Group Analyses