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
$ω$	0.9556	7.76
$α$	0.1148	8.43
$β$	0.7965	34.73
$γ_{1}$	-0.0066	-0.21
$γ_{2}$	0.0351	0.70
$γ_{3}$	-0.0493	-1.21
$γ_{4}$	-0.0162	-0.36
$γ_{5}$	0.1273	2.83
$γ_{6}$	-0.2073	-5.75
$γ_{7}$	0.2068	5.41
$γ_{8}$	-0.1123	-2.64
$γ_{9}$	0.0081	0.18
$γ_{10}$	0.0533	0.77

V-Lab

Wesfarmers Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:33.04% (-3.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wesfarmers Ltd Analyses