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
$ω$	1.6672	5.91
$α$	0.0658	6.43
$β$	0.8635	38.21
$γ_{1}$	0.1176	4.84
$γ_{2}$	-0.1806	-5.21
$γ_{3}$	0.1113	5.55
$γ_{4}$	-0.0936	-4.69
$γ_{5}$	0.0843	3.63
$γ_{6}$	-0.0703	-2.74
$γ_{7}$	0.0599	1.42

V-Lab

Harvey Norman Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 27th, 2026:25.94% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Harvey Norman Holdings Ltd Analyses