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
$ω$	0.9515	6.47
$α$	0.1298	6.70
$β$	0.7494	19.65
$γ_{1}$	0.1475	3.05
$γ_{2}$	-0.3292	-4.80
$γ_{3}$	0.2181	3.96
$γ_{4}$	0.0466	0.73
$γ_{5}$	-0.1953	-2.93
$γ_{6}$	0.3053	4.15
$γ_{7}$	-0.3719	-4.76
$γ_{8}$	0.2428	3.30
$γ_{9}$	-0.1224	-1.89
$γ_{10}$	0.1953	2.10

V-Lab

Metcash Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.48% (+8.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metcash Ltd Analyses