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
$ω$	1.0464	8.36
$α$	0.1180	8.45
$β$	0.7906	33.93
$γ_{1}$	0.0196	0.63
$γ_{2}$	0.0004	0.01
$γ_{3}$	-0.0397	-0.98
$γ_{4}$	-0.0138	-0.30
$γ_{5}$	0.1179	2.62
$γ_{6}$	-0.1958	-5.41
$γ_{7}$	0.1970	5.13
$γ_{8}$	-0.1075	-2.56
$γ_{9}$	0.0138	0.33
$γ_{10}$	0.0132	0.46

V-Lab

Wesfarmers Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.63% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wesfarmers Ltd Analyses