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
$ω$	0.5741	6.21
$α$	0.1010	5.76
$β$	0.7429	16.62
$γ_{1}$	-0.5437	-3.73
$γ_{2}$	1.1951	5.48
$γ_{3}$	-1.3007	-8.94
$γ_{4}$	0.8101	4.70
$γ_{5}$	0.0276	0.16
$γ_{6}$	-0.3642	-2.83
$γ_{7}$	0.3310	3.73
$γ_{8}$	-0.2558	-2.96
$γ_{9}$	0.1268	1.22
$γ_{10}$	-0.0930	-0.56

V-Lab

Charter Hall Social Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.01% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Charter Hall Social Analyses