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
$ω$	0.9308	6.15
$α$	0.1321	6.85
$β$	0.7523	20.72
$γ_{1}$	0.1294	2.60
$γ_{2}$	-0.3026	-4.30
$γ_{3}$	0.2088	3.69
$γ_{4}$	0.0413	0.64
$γ_{5}$	-0.1791	-2.64
$γ_{6}$	0.2838	3.78
$γ_{7}$	-0.3477	-4.37
$γ_{8}$	0.2085	2.81
$γ_{9}$	-0.0567	-0.95
$γ_{10}$	0.0360	0.84

V-Lab

Metcash Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:24.08% (+1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metcash Ltd Analyses