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
$ω$	1.0426	8.36
$α$	0.1178	8.49
$β$	0.7902	33.90
$γ_{1}$	0.0173	0.55
$γ_{2}$	0.0035	0.07
$γ_{3}$	-0.0381	-0.94
$γ_{4}$	-0.0224	-0.50
$γ_{5}$	0.1327	2.98
$γ_{6}$	-0.2127	-5.93
$γ_{7}$	0.2118	5.57
$γ_{8}$	-0.1180	-2.81
$γ_{9}$	0.0199	0.45
$γ_{10}$	0.0105	0.18

V-Lab

Wesfarmers Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.64% (+0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wesfarmers Ltd Analyses