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
$m$	26
$α$	0.1328	27.35
$β$	0.6769	62.41
$γ$	0.0053	0.78
$λ_{1}$	0.0116	2.47
$λ_{2}$	0.0199	4.08
$λ_{3}$	0.9742	142.39

V-Lab

Wesfarmers Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:30.53% (-2.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wesfarmers Ltd Analyses