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
$ω$	0.6335	6.16
$α$	0.0812	7.22
$β$	0.8914	68.90
$γ_{1}$	0.0895	4.15
$γ_{2}$	-0.1533	-4.84
$γ_{3}$	0.0820	3.70
$γ_{4}$	-0.0019	-0.09
$γ_{5}$	-0.0566	-1.98

V-Lab

Mirvac Group Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:30.50% (-1.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mirvac Group Analyses