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
$m$	126
$α$	0.1138	15.25
$β$	0.7510	81.96
$γ$	0.0308	3.40
$λ_{1}$	0.0337	2.63
$λ_{2}$	0.0869	4.14
$λ_{3}$	0.9056	38.13

V-Lab

Metcash Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:24.06% (-1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metcash Ltd Analyses