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
$m$	26
$α$	0.1351	27.77
$β$	0.6719	62.58
$γ$	0.0065	0.95
$λ_{1}$	0.0114	2.48
$λ_{2}$	0.0202	4.14
$λ_{3}$	0.9739	142.74

V-Lab

Wesfarmers Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.31% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wesfarmers Ltd Analyses