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
$ω$	0.6426	5.93
$α$	0.0796	7.40
$β$	0.8958	74.07
$γ_{1}$	0.0902	4.03
$γ_{2}$	-0.1559	-4.75
$γ_{3}$	0.0890	3.93
$γ_{4}$	-0.0195	-1.07
$γ_{5}$	-0.0107	-0.87

V-Lab

Mirvac Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:31.27% (+1.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mirvac Group Analyses