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
$m$	66
$α$	0.0415	12.96
$β$	0.8335	78.44
$γ$	0.0640	11.01
$λ_{1}$	0.0253	2.46
$λ_{2}$	0.0773	3.38
$λ_{3}$	0.9177	37.71

V-Lab

Charter Hall Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:22.16% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Charter Hall Group Analyses