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
$ω$	0.4847	5.85
$α$	0.0578	5.44
$β$	0.9163	64.24
$γ_{1}$	-0.1454	-5.77
$γ_{2}$	0.1911	5.03
$γ_{3}$	-0.0147	-0.58
$γ_{4}$	-0.1167	-3.66

V-Lab

Charter Hall Group Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.92% (+1.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Charter Hall Group Analyses