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
$α$	0.0430	13.23
$β$	0.8289	78.08
$γ$	0.0652	11.17
$λ_{1}$	0.0266	2.49
$λ_{2}$	0.0796	3.44
$λ_{3}$	0.9153	37.08

V-Lab

Charter Hall Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:42.40% (+7.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Charter Hall Group Analyses